An Informal Introduction to Stochastic Calculus with Applications

DOI10.1142/9620zbMath1355.60001OpenAlexW4301484187MaRDI QIDQ5262920

Ovidiu Calin

Publication date: 10 July 2015

Full work available at URL: https://doi.org/10.1142/9620

zbMATH Keywords

Brownian motionstochastic differential equationsstochastic calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Stochastic integrals (60H05)

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