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).