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Introduction to Stochastic Calculus with Applications
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Pages: 431
Authors: Fima C. Klebaner
Categories: Mathematics
Type: BOOK - Published: 2005 - Publisher: Imperial College Press

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This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic Calculus and Applications
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Authors: Samuel N. Cohen
Categories: Mathematics
Type: BOOK - Published: 2015-11-18 - Publisher: Birkhäuser

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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
Introduction to Stochastic Integration
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Authors: K.L. Chung
Categories: Mathematics
Type: BOOK - Published: 2013-11-09 - Publisher: Springer Science & Business Media

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A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica
Stochastic Calculus and Financial Applications
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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Stochastic Processes and Calculus
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This textbook gives a comprehensive introduction to stochastic processes and calculus in the fields of finance and economics, more specifically mathematical fin