**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.

Download or read it online for free here:

**Download link**

(510KB, PDF)

## Similar books

**Stochastic Processes**

by

**Leif Mejlbro**-

**BookBoon**

In this book you will find the basic stochastic processes mathematics that is needed by engineers and university students. Topics such as elementary probability calculus, density functions and stochastic processes are illustrated.

(

**4966**views)

**Stochastic Differential Equations: Models and Numerics**

by

**Anders Szepessy, et al.**-

**KTH**

The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and finance. Typically, these problems require numerical methods to obtain a solution.

(

**2976**views)

**Synchronization and Linearity: An Algebra for Discrete Event Systems**

by

**F. Baccelli, G. Cohen, G. J. Olsder, J. Quadrat**-

**John Wiley & Sons**

Presents new modelling and analysis techniques for the description of discrete event dynamic systems. Created within the text is a calculus which allows the derivation of analytical tools for computing the time behavior of this type of system.

(

**7722**views)

**Nonlinear Parameter Estimation: An Integrated System in Basic**

by

**John C. Nash**-

**Marcel Dekker Inc**

This book and software collection is intended to help scientists, engineers and statisticians in their work. We have collected various software tools for nonlinear parameter estimation, along with representative example problems.

(

**9109**views)