{"product_id":"stochastic-calculus-an-introduction-through-theory-and-exercises-paperback","title":"Stochastic Calculus: An Introduction Through Theory and Exercises - Paperback","description":"\u003cp\u003eby \u003cb\u003ePaolo Baldi\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e1 Elements of probability.- 2 Stochastic processes.- 3 Brownian motion.- 4 Conditional probability.- 5 Martingales.- 6 Markov Processes.- 7 The stochastic integral.- 8 Stochastic calculus.- 9 Stochastic Differential Equations.- 10 PDE problems and diffusions.- 11 Simulation.- 12 Back to stochastic calculus.- 13 An application: finance.- Solutions of the exercises.- References.- Index.\u003c\/p\u003e\u003ch3\u003eBack Jacket\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book provides a comprehensive introduction to the theory of stochastic calculus and some of its applications. It is the only textbook on the subject to include more than two hundred exercises with complete solutions.\u003c\/p\u003e\u003cp\u003eAfter explaining the basic elements of probability, the author introduces more advanced topics such as Brownian motion, martingales and Markov processes. The core of the book covers stochastic calculus, including stochastic differential equations, the relationship to partial differential equations, numerical methods and simulation, as well as applications of stochastic processes to finance. The final chapter provides detailed solutions to all exercises, in some cases presenting various solution techniques together with a discussion of advantages and drawbacks of the methods used.\u003c\/p\u003e\u003cp\u003e \u003c\/p\u003e\u003cp\u003e\u003ci\u003eStochastic Calculus \u003c\/i\u003ewill be particularly useful to advanced undergraduate and graduate students wishing to acquire a solid understanding of the subject through the theory and exercises. Including full mathematical statements and rigorous proofs, this book is completely self-contained and suitable for lecture courses as well as self-study.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003ePaolo Baldi is professor at the Dipartimento di Matematica at the Università di Roma \"Tor Vergata\". He previously held positions at the universities of Catania and Pisa in Italy and also many visiting positions at the universities of Nanterre and Pierre et Marie Curie (Paris 6) in France. His research focuses on stochastic processes, in particular stochastic modeling on algebraic structures, large deviations and numerical applications.\u003c\/p\u003e\u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 627\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 1.3 x 9.21 x 6.14 IN\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e November 23, 2017\u003c\/div\u003e","brand":"Books by splitShops","offers":[{"title":"Default Title","offer_id":47407546564786,"sku":"9783319622255","price":161.98,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0770\/3891\/1666\/files\/a46bba35ec89e29fee8ffe271b14da24.webp?v=1778223076","url":"https:\/\/box.dadyminds.org\/products\/stochastic-calculus-an-introduction-through-theory-and-exercises-paperback","provider":"DADYMINDS BOX","version":"1.0","type":"link"}