Introduction to stochastic calculus with applications
by
 
Klebaner, Fima C.

Title
: 
Introduction to stochastic calculus with applications

Author
: 
Klebaner, Fima C.

ISBN
: 
9781848168312
 
9781848168329

Personal Author
: 
Klebaner, Fima C.

Edition
: 
3rd ed.

Publication Information
: 
London : Imperial College Press, 2012.

Physical Description
: 
xiv, 438 p. : ill. ; 23 cm.

Abstract
: 
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.

Subject Term
: 
Stochastic analysis.
 
Calculus.
 
Mathematics -- Study and teaching.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025593803519.22 K63.I 20121