Stochastic Calculus
Category: Technical
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Posted on 2009-05-17. By anonymous.
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Stochastic Calculus
Publisher: Alan Bain | ISBN: N\A | edition 2008 | PDF | 99 pages | 1,5 mb
Publisher: Alan Bain | ISBN: N\A | edition 2008 | PDF | 99 pages | 1,5 mb
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.
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