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Stochastic Calculus and Applications

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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.

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Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.

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Book Format

Hardcover, Softcover

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Book information

Edition
2nd Edition
ISBN [Hardcover]
9781493928668
ISBN [Softcover]
9781493936816
Publisher
Birkhäuser
Year
2015
Pages
XXIII, 666 p.
Series Title
Probability and Its Applications
Language
English
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