Stochastic calculus : an introduction through theory and exercises /: an introduction through theory and exercises. (2017)

• Record Type: Book
• Further Information: Note: Paolo Baldi.
• Authors: Baldi, Paolo, 1948-
• Contents: 1 Elements of probability -- 2 Stochastic processes -- 3 Brownian motion -- 4 Conditional probability -- 5 Martingales -- 6 Markov Processes -- 7 The stochastic integral -- 8 Stochastic calculus -- 9 Stochastic Differential Equations -- 10 PDE problems and diffusions -- 11 Simulation -- 12 Back to stochastic calculus -- 13 An application: finance -- Solutions of the exercises -- References -- Index.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2017
• Extent: 1 online resource (xiv, 627 pages), illustrations (some color)
• Subjects: 519.2/2; Mathematics; Stochastic analysis; Stochastic processes; Stochastic analysis; Stochastic processes; Distribution (Probability theory); Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319622262; 3319622269
• Related ISBNs: 9783319622255; 3319622250
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed November 13, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.