Introduction To Stochastic Calculus With Applications - Klebaner, Fima C (Monash Univ, Australia) - Books - Imperial College Press - 9781848168312 - March 22, 2012
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Introduction To Stochastic Calculus With Applications Third, 3rd edition

Klebaner, Fima C (Monash Univ, Australia)

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Introduction To Stochastic Calculus With Applications Third, 3rd edition

Presents a treatment of stochastic calculus. This title gives its main applications in finance, biology and engineering. It presents the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability.


470 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 22, 2012
ISBN13 9781848168312
Publishers Imperial College Press
Pages 452
Dimensions 160 × 233 × 29 mm   ·   782 g
Language English