C, KLEBANER FIMA
INTRODUCTION TO STOCHASTIC CALCULUS WITH APPLICATIONS (3RD EDITION)
- ISBN 13:
- 9781848168329
- author:
- C, KLEBANER FIMA
- format:
- Paperback
- publisher:
- Icp
- language:
- English
- Publication Year:
- 2012
- Pages:
- 452
- Dimensions:
- 22.6 x 15.2 x 2.3 cm
- Genre:
- Science & Nature, Mathematics, Applied Mathematics
- Condition:
- New
- Availability:
- Item usually sent within 20 working days
Description
Introduction to Stochastic Calculus with Applications by Fima C. Klebaner provides a concise and rigorous treatment of stochastic calculus, covering its main applications in finance, biology, and engineering. This book is designed for readers with a basic knowledge of calculus and probability, offering a mathematically rigorous exposition. It presents the theory of stochastic calculus and its applications through worked-out examples and exercises, making it suitable for self-study. The text also includes many solved examples and partial proofs or references to complete results, allowing readers to gain working knowledge of the subject at their own pace. Ideal for graduate and advanced undergraduate students in stochastic processes, financial mathematics, and engineering, as well as researchers looking to expand their knowledge, this book offers a rapid introduction to stochastic calculus and its advanced applications.
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