From Elementary Probability to Stochastic Differential Equations with MAPLE®

Measure and integration wereonceconsidered,especially by many ofthe more practically inclined, to be an esoteric area ofabstract mathematics best left to pure mathematicians. However,it has become increasingly obvious in recent years that this area is now an indispensable, even unavoidable, language and provides a fundamental methodology for modern probability theory, stochas­ tic analysis and their applications, especially in financial mathematics. Our aim in writing this book is to provide a s