Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書下載

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Introduction to Stochastic Calculus with Applications pdf epub mobi 著者簡介

Introduction to Stochastic Calculus with Applications pdf epub mobi 圖書描述

This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Population models and randomly perturbed equations of physics are given as examples of applications in biology and physics.

Only a basic knowledge of calculus and probability is required for reading the book. The text takes the reader from a fairly low technical level to a sophisticated one gradually. Heuristic arguments are often given before precise results are stated, and many ideas are illustrated by worked-out examples. Exercises are provided at the end of chapters to help to test readers' understanding. This book is suitable for advanced undergraduate students, graduate students as well as research workers and practitioners.

Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書下載

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發表於2024-12-03

Introduction to Stochastic Calculus with Applications 2024 pdf epub mobi 電子書下載

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我的隨機微積分入門，每一節都很簡潔，但是保持瞭較高的數學邏輯嚴密性，內容很豐富，包括瞭最一般的半鞅積分。但是對半鞅積分的論述好像有些邏輯跳躍，而且證明基本隻給齣個大概思路，我補不上，所以還是選擇繼續讀Protter的《Stochastic Integration and Differential Equati...

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