Stochastic Calculus by Alan Bain
Stochastic Calculus
Stochastic Calculus by Alan Bain
2008
Number of pages: 99
These notes provide a very informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is often little or no comment on more standard matters.
Mathematics Probability & Statistics Stochastic Calculus
2008
Number of pages: 99
These notes provide a very informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is often little or no comment on more standard matters.
Mathematics Probability & Statistics Stochastic Calculus
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