Introduction To Stochastic Calculus With Applications (3rd Edition)

Introduction To Stochastic Calculus With Applications (3rd Edition)
Author :
Publisher : World Scientific Publishing Company
Total Pages : 452
Release :
ISBN-10 : 9781911298670
ISBN-13 : 1911298674
Rating : 4/5 (674 Downloads)

Book Synopsis Introduction To Stochastic Calculus With Applications (3rd Edition) by : Klebaner Fima C

Download or read book Introduction To Stochastic Calculus With Applications (3rd Edition) written by Klebaner Fima C and published by World Scientific Publishing Company. This book was released on 2012-03-21 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study.In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference. Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. The book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises./a


Introduction To Stochastic Calculus With Applications (3rd Edition) Related Books

Introduction To Stochastic Calculus With Applications (3rd Edition)
Language: en
Pages: 452
Authors: Klebaner Fima C
Categories: Mathematics
Type: BOOK - Published: 2012-03-21 - Publisher: World Scientific Publishing Company

GET EBOOK

This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance,
Stochastic Calculus and Applications
Language: en
Pages: 666
Authors: Samuel N. Cohen
Categories: Mathematics
Type: BOOK - Published: 2015-11-18 - Publisher: Birkhäuser

GET EBOOK

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern g
Stochastic Calculus and Financial Applications
Language: en
Pages: 303
Authors: J. Michael Steele
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

GET EBOOK

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Introduction to Stochastic Calculus with Applications
Language: en
Pages: 321
Authors: Fima C. Klebane
Categories:
Type: BOOK - Published: 1998 - Publisher:

GET EBOOK

Stochastic Processes
Language: en
Pages: 866
Authors: Pierre Del Moral
Categories: Mathematics
Type: BOOK - Published: 2017-02-24 - Publisher: CRC Press

GET EBOOK

Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such a