Informal Introduction to Stochastic Calculus with Applications, an (Second Edition)

by Ovidiu Calin

Book Overview

Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp...

• Format: Hardcover
• Language: English
• ISBN: 9811247099
• ISBN13: 9789811247095
• Release Date: December 2021
• Publisher: World Scientific Publishing Company
• Length: 512 Pages
• Weight: 2.22 lbs.
• Dimensions: 1.1" x 6.7" x 9.6"