This book provides an introduction to the fundamental concepts of stochastic calculus. It explores the applications of this theory across various disciplines. The text uses examples to demonstrate and motivate the theoretical concepts. These examples highlight the significance of stochastic calculus in fields such as economics, biology, and physics.

Who it's for

Students and researchers in mathematics, physics, and economics.
Individuals interested in the applications of stochastic processes.
Readers seeking a foundational understanding of stochastic calculus.

Key features

Language: English
Pages: 398
Binding: Paperback
Publisher: Springer
Year: 2003
ISBN: 9783540047582

Stochastic Differential Equations | Stochastic Differential Equations

Stochastic Differential Equations

Overview

Who it's for

Key features

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