An informal introduction to stochastic calculus with applications

Authors

• Ovidiu Calin, Eastern Michigan University

Document Type

Book

Publication Date

2022

Department/School

Mathematics

Abstract

The 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.

Comments

O. Calin is a faculty member in EMU's Department of Mathematics and Statistics.

This book was featured at EMU's 2022 Faculty Scholarly and Creative Activity.

Link to WorldCat Entry

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Recommended Citation

Calin, O. (2022). An informal introduction to stochastic calculus with applications (2nd ed.). World Scientific.