A first course in stochastic calculus /

Arguin, Louis-Pierre, 1979-

A first course in stochastic calculus / Louis-Pierre Arguin. - xv, 270 pages : illustrations ; 26 cm - Pure and applied undergraduate texts, volume 53 1943-9334 ; .

Includes bibliographical references and index.

"The pdf contains a draft title page, draft copyright page and a draft manuscript"--

9781470464882

2021032211


Stochastic analysis.
Calculus.
Stochastic processes.
Probability theory and stochastic processes -- Stochastic processes -- General theory of processes.
Probability theory and stochastic processes -- Stochastic analysis [See also 58J65] -- Stochastic integrals.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods).

QA274.2. A74 2022

519.2/2
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