Introduction to stochastic analysis : integrals and differential equations /

• Main Author: Mackevičius, Vigirdas
• Format: eBook
• Language: English
• Published: London : Wiley, 2013.
• Series: ISTE.
• Subjects: Stochastic analysis.; Electronic books.

This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the naïve stochastic integration, ra...