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Stochastic Calculus by Alan Bain
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Stochastic Calculus
by Alan Bain
2008
Number of pages: 99
Description:
These notes provide a very informal introduction to Stochastic Calculus, and especially to the Ito integral and some of its applications. The text concentrates on the parts of the course which the author found hard, there is often little or no comment on more standard matters.