**Stochastic Analysis - Notes**

by I. F. Wilde

2009**Number of pages**: 103

**Description**:

A gentle introduction to the mathematics of Stochastic Analysis. From the table of contents: Introduction; Conditional expectation; Martingales; Stochastic integration - informally; Wiener process; Ito's formula; Bibliography.

Download or read it online for free here:

**Download link**

(620KB, PDF)

## Similar books

**Applied Stochastic Processes in Science and Engineering**

by

**Matt Scott**-

**University of Waterloo**

This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. A senior undergraduate course offered to students with a suitably mathematical background.

(

**2410**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.

(

**8034**views)

**Lectures on Stochastic Processes**

by

**K. Ito**-

**Tata Institute of Fundamental Research**

The book discusses the elementary parts of Stochastic Processes from the view point of Markov Processes. Topics: Markov Processes; Srong Markov Processes; Multi-dimensional Brownian Motion; Additive Processes; Stochastic Differential Equations; etc.

(

**6595**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.

(

**2177**views)