Publisher: Springer
Number Of Pages: 370
Publication Date: 2005-12-22
Sales Rank: 23823
ISBN / ASIN: 3540047581
EAN: 9783540047582
Binding: Paperback
Manufacturer: Springer
Studio: Springer Book Description:
This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case (which nevertheless are often sufficiently general for many purposes) in order to be able to reach quickly the parts of the theory which is most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.
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