Informal Introduction to Stochastic Calculus with Applications, an (Second Edition) (English, Ovidiu Calin)
by Ovidiu Calin
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Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789811247095
ISBN-10
9811247099
Author
Ovidiu Calin
About the Book
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 gras…
ISBN: 9789811247095
ISBN-13: 9789811247095
ISBN-10: 9811247099
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Product ID: isbn-9789811247095
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