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Introduction To Stochastic Calculus With Applications by Fima C Klebaner, Hardcover | Indigo Chapters
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Introduction To Stochastic Calculus With Applications by Fima C Klebaner, Hardcover | Indigo Chapters
From Fima C Klebaner
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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. | Introduction To Stochastic Calculus With Applications by Fima C Klebaner, Hardcover | Indigo Chapters
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