Stochastic calculus

✍ Scribed by Bain A.

• Book ID: 127397613
• Year: 2007
• Tongue: English
• Weight: 451 KB
• Edition: web draft
• Category: Library

✦ Synopsis

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.