Visit our Christmas Gift Finder
Click & Collect from 2 Hours*
Free Delivery to UK Shops
Free UK Standard Delivery On all orders £20 and over Free Delivery to UK Shops Local shops and expert booksellers nationwide Free Click & Collect to UK shops From 2 hours of your order*
Stochastic Calculus and Applications - Probability and Its Applications (Paperback)
  • Stochastic Calculus and Applications - Probability and Its Applications (Paperback)

Stochastic Calculus and Applications - Probability and Its Applications (Paperback)

(author), (author)
Paperback 666 Pages / Published: 19/11/2015
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry.

New features of this edition include:

End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index.

"Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."-Zentralblatt (from review of the First Edition)

Publisher: Springer-Verlag New York Inc.
ISBN: 9781493936816
Number of pages: 666
Weight: 1196 g
Dimensions: 235 x 155 mm
Edition: 2nd ed. 2015


"As supplementary reading for a second course or as s comprehensive (!) resource for the general theory of processes aimed at Ph. D. students and scholars, this second edition will stay a valuable resource." (Rene L. Schilling, Mathematical Reviews, October, 2016)

"This is a fundamental book in modern stochastic calculus and its applications: rich contents, well structured material, comprehensive coverage of all significant results given with complete proofs and well illustrated by examples, carefully written text. Hence, there are more than enough reasons to strongly recommend the book to a wide audience. Among them, there are good and motivated graduate university students. ... Also, the book is an excellent reference book." (Jordan M. Stoyanov, zbMATH 1338.60001, 2016)

You may also be interested in...

Bayesian Statistics
Added to basket
Statistics: A Very Short Introduction
Added to basket
Quantitative Methods
Added to basket
New Cambridge Statistical Tables
Added to basket
The Norm Chronicles
Added to basket
Discovering Statistics Using R
Added to basket
Probability: A Very Short Introduction
Added to basket
A Dictionary of Statistics 3e
Added to basket
The Theory That Would Not Die
Added to basket
Probability Demystified 2/E
Added to basket
Probability and Random Processes
Added to basket
How to Lie with Statistics
Added to basket

Please sign in to write a review

Your review has been submitted successfully.