Informal Introduction To Stochastic Calculus With Applications, An

Informal Introduction To Stochastic Calculus With Applications, An By Calin, Ovidiu Published by World Scientific Publishing Company Publication Date: 2021-12-16 Subject: Mathematics Applied, Mathematics Calculus, Mathematics Probability & Statistics Stochastic Processes, Mathematics Applied, Mathematics Calculus, Mathematics Probability & Statistics - Stochastic Processes, Stochastics, Stochastics, Mathematics Probability & Statistics Stochastic Processes, Mathematics, Probability & Statistics, Stochastic Processes, Mathematics Calculus, Calculus, Mathematics Applied, Applied, Stochastic Analysis, Anf: Mathematics Subject Keywords: Stochastic Processes; Brownian Motion; Probability Distribution; Filtering Theory; Martingale; Ito Calculus; Poisson Process; Bessel Process; Ito Diffusion; Dybkin's Formula; Chernoff Bounds; Gamma Distribution; Girsanov's Theorem; Grownwall's Lemma; Jensen's Inequality; Kalman-Bucy Filter; Kolmogorov Backwards Equation; Levy Theorem; Langevin Equation; Markov's Inequality; Optional-Stopping Theorem; Ornstein-Uhlenbeck Process; Radon-nikodym Theorem; Wiener Integral; Transience of Brownian Motion; Stochastic Harvesting; Stochastic Kinematics; Squared Bessel Process; Mean Square Limit; Mean Reverting; Noisy Pendulum Genre: Stochastics, Mathematics, Probability & Statistics, Stochastic Processes, Mathematics, Calculus, Mathematics, Applied, Stochastics Target Audience: Tertiary education