Stochastic calculus

Bain A.

$12.50 Lowest Price Guarantee (click for details)


These notes provide a very informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is often little or no comment on more standard matters.
99 Pages
PDF Format
451 KB Size