Stochastic Calculus

An Introduction Through Theory and Exercises

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Stochastic Calculus by Paolo Baldi, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Paolo Baldi ISBN: 9783319622262
Publisher: Springer International Publishing Publication: November 9, 2017
Imprint: Springer Language: English
Author: Paolo Baldi
ISBN: 9783319622262
Publisher: Springer International Publishing
Publication: November 9, 2017
Imprint: Springer
Language: English

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.

After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used.

*Stochastic CalculusĀ *will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.

After explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used.

*Stochastic CalculusĀ *will be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study.

More books from Springer International Publishing

Cover of the book Advances in Bioprocess Technology by Paolo Baldi
Cover of the book Politics in South Asia by Paolo Baldi
Cover of the book OB-GYN Pathology for the Clinician by Paolo Baldi
Cover of the book Primer to Analysis of Genomic Data Using R by Paolo Baldi
Cover of the book Agricultural Transition in China by Paolo Baldi
Cover of the book A Global Perspective on Young People as Offenders and Victims by Paolo Baldi
Cover of the book The Frequency-Following Response by Paolo Baldi
Cover of the book Achieving Equity and Quality in Higher Education by Paolo Baldi
Cover of the book Policy Capacity and Governance by Paolo Baldi
Cover of the book Clinical Anatomy of the Shoulder by Paolo Baldi
Cover of the book Histone Recognition by Paolo Baldi
Cover of the book Sustained Simulation Performance 2016 by Paolo Baldi
Cover of the book Mechanism, Machine, Robotics and Mechatronics Sciences by Paolo Baldi
Cover of the book Business Process Management Cases by Paolo Baldi
Cover of the book Information Systems in the Big Data Era by Paolo Baldi
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy