Informal Introduction To Stochastic Calculus With Applications, An Av Ovidiu (eastern Michigan Univ Usa) Calin

Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus...

Modelling with the It¿ integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.This...