About the work
Stochastic Calculus (9780203738283) offers a rigorous and accessible treatment of probability theory as it applies to stochastic processes, blending theory with practical applications in finance, physics, and beyond.
Summary
The book traverses the fundamentals of stochastic calculus, including Brownian motion, martingales, Itô's lemma, stochastic integration, and applications to diffusion processes. It builds from core concepts to advanced techniques, illustrating how stochastic tools model randomness over time and how these models inform real-world problems. Clear explanations, worked examples, and carefully chosen exercises guide readers from first principles to implementation in research and industry.
About the author
Richard Durrett is a distinguished probability theorist and educator renowned for translating complex mathematical ideas into approachable, insightful instruction. With a prolific publication record and a career spanning universities around the world, his work emphasizes clarity, rigor, and practical relevance in probability and stochastic processes.
In brief
The book provides a comprehensive, methodical exploration of stochastic calculus, equipping readers with powerful tools for modeling and analysis in uncertain environments.
ISBN: 9780203738283
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stoc… More...
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ISBN: 9780203738283
Stochastic Calculus Nonspecific Binding New Books, Taylor & Francis
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ISBN: 9780203738283
Stochastic Calculus Nonspecific Binding Rentals, Taylor & Francis
| BiggerBooks.com new in stock. Shipping costs:plus shipping costs. Details... |
ISBN: 9780203738283
This compact yet thorough text zeros in on the parts of the theory that are particularly relevant to applications . It begins with a description of Brownian motion and the associated stoc… More...
ISBN: 9780203738283
Stochastic Calculus Nonspecific Binding New Books, Taylor & Francis
ISBN: 9780203738283
Stochastic Calculus Nonspecific Binding Rentals, Taylor & Francis
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About the work
Stochastic Calculus (9780203738283) offers a rigorous and accessible treatment of probability theory as it applies to stochastic processes, blending theory with practical applications in finance, physics, and beyond.
Summary
The book traverses the fundamentals of stochastic calculus, including Brownian motion, martingales, Itô's lemma, stochastic integration, and applications to diffusion processes. It builds from core concepts to advanced techniques, illustrating how stochastic tools model randomness over time and how these models inform real-world problems. Clear explanations, worked examples, and carefully chosen exercises guide readers from first principles to implementation in research and industry.
About the author
Richard Durrett is a distinguished probability theorist and educator renowned for translating complex mathematical ideas into approachable, insightful instruction. With a prolific publication record and a career spanning universities around the world, his work emphasizes clarity, rigor, and practical relevance in probability and stochastic processes.
In brief
The book provides a comprehensive, methodical exploration of stochastic calculus, equipping readers with powerful tools for modeling and analysis in uncertain environments.
Details of the book - Stochastic Calculus
EAN (ISBN-13): 9780203738283
Publisher: CRC Press
Book in our database since 2022-03-31T00:41:28-04:00 (New York)
Book found last time on 2025-11-05T01:32:23-05:00 (New York)
ISBN/EAN: 9780203738283
ISBN - alternate spelling:
978-0-203-73828-3
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