Problems And Solutions In Stochastic Calculus With Applications

by Patrik Albin

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Description

Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title <a href='https://www.worldscientific.com/worldscibooks/10.1142/p821'>Introduction to Stochastic Calculus with Applications (Third Edition)</a> by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and