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CRC Press Stochastic Calculus: A Practical Introduction Book

Amazon

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£153.89 £138.73 £142.04 £145.35 £148.65 £151.96 £155.27 27 July 2026 02 August 2026 08 August 2026 14 August 2026 21 August 2026
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Description

Master the essential aspects of stochastic calculus with this compact and thorough text from CRC Press. Part of the Probability and Stochastics Series, this book focuses on the theory most relevant to real-world applications. It provides a clear description of Brownian motion and its connection to partial differential equations, offering a strong foundation for students and researchers. Readers will learn to solve stochastic differential equations using various methods, with a specific study of the one-dimensional case. The text also covers advanced topics including semigroups, generators, and the application of Harris chains to diffusions. It concludes with a practical course on the weak convergence of Markov chains to diffusions, making it an ideal resource for applied mathematics studies.

Key Features

This CRC Press text focuses on the specific parts of stochastic calculus theory that are most relevant to practical applications.

The book provides a detailed description of Brownian motion and its relationship to partial differential equations.

Learn to solve stochastic differential equations using a variety of methods with a detailed study of the one-dimensional case.

The content includes a treatment of semigroups and generators, applying Harris chain theory to diffusions.

Gain knowledge through a quick course in the weak convergence of Markov chains to diffusions.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
21 June 1996
Listed Since
05 February 2007

Barcode

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