{"product_id":"9789814678957","title":"An Informal Introduction to Stochastic Calculus with Applications: 0","description":"\u003cp\u003eThe goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.\u003c\/p\u003e\u003cbr\u003e\u003cb\u003eContents:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eA Few Introductory Problems\u003c\/li\u003e\n\u003cli\u003eBasic Notions\u003c\/li\u003e\n\u003cli\u003eUseful Stochastic Processes\u003c\/li\u003e\n\u003cli\u003eProperties of Stochastic Processes\u003c\/li\u003e\n\u003cli\u003eStochastic Integration\u003c\/li\u003e\n\u003cli\u003eStochastic Differentiation\u003c\/li\u003e\n\u003cli\u003eStochastic Integration Techniques\u003c\/li\u003e\n\u003cli\u003eStochastic Differential Equations\u003c\/li\u003e\n\u003cli\u003eApplications of Brownian Motion\u003c\/li\u003e\n\u003cli\u003eGirsanov's Theorem and Brownian Motion\u003c\/li\u003e\n\u003cli\u003eSome Applications of Stochastic Calculus\u003c\/li\u003e\n\u003cli\u003eHints and Solutions\u003c\/li\u003e\n\u003c\/ul\u003e\u003cbr\u003e\u003cb\u003eReadership:\u003c\/b\u003e Undergraduate and graduate students interested in stochastic processes.\u003cbr\u003e\u003cb\u003eKey Features:\u003c\/b\u003e\u003cul\u003e\n\u003cli\u003eThe book contains numerous problems with full solutions and plenty of worked out examples and figures, which facilitate material understanding\u003c\/li\u003e\n\u003cli\u003eThe material was tested on students at several universities around the world (Taiwan, Kuwait, USA); this led to a presentation form that balances both technicality and understanding\u003c\/li\u003e\n\u003cli\u003eThe presentation mimics as close as possible the same chapters as in deterministic calculus; former calculus students will find this chronology of ideas familiar to Calculus\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47185306222832,"sku":"9789814678957","price":38.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814678957_p0.jpg?v=1763692699","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814678957","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}