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 Aesthetics and Neuroscience by Paolo Baldi
Cover of the book The SAGES Manual Transitioning to Practice by Paolo Baldi
Cover of the book Hybrid and Hierarchical Composite Materials by Paolo Baldi
Cover of the book Acute and Chronic Neural Stimulation via Mechano-Sensitive Ion Channels by Paolo Baldi
Cover of the book Emerging from an Entrenched Colonial Economy by Paolo Baldi
Cover of the book Big Data Analysis: New Algorithms for a New Society by Paolo Baldi
Cover of the book Leveraging by Paolo Baldi
Cover of the book Proper Generalized Decompositions by Paolo Baldi
Cover of the book Exploring Omnichannel Retailing by Paolo Baldi
Cover of the book Growing Stock Volume Estimation in Temperate Forested Areas Using a Fusion Approach with SAR Satellites Imagery by Paolo Baldi
Cover of the book Ordinary and Fractional Approximation by Non-additive Integrals: Choquet, Shilkret and Sugeno Integral Approximators by Paolo Baldi
Cover of the book Engineering Computation of Structures: The Finite Element Method by Paolo Baldi
Cover of the book Photon Management Assisted by Surface Waves on Photonic Crystals by Paolo Baldi
Cover of the book Big Data Concepts, Theories, and Applications by Paolo Baldi
Cover of the book Human Parasites 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