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 g
This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of
Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current s
The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the r
