Problems and Solutions in Stochastic Calculus with Applications

Book Details

• Author: Patrik Albin

• Publisher: World Scientific Publishing Company

• Binding: Paperback

• Number of Pages: 484

• Release Date: 28-09-2024

• EAN: 9781800615601

• Package Dimensions: 9.5 x 6.9 x 1.5 inches

• Language: English

About The Book
Problems and Solutions in Stochastic Calculus with Applications is a comprehensive guide to stochastic calculus, designed to be a companion to Introduction to Stochastic Calculus with Applications (Third Edition) by Fima Klebaner. Authored by three researchers with expertise in probability, stochastic processes, and their applications, this book offers an in-depth exploration of stochastic calculus techniques used across various fields like mathematical finance, biology, engineering, and economics.

The book features a collection of problems and their solutions, each centered around a key idea or technique, making it accessible for students new to the subject. The problems range from simple exercises to more challenging questions, allowing the reader to progressively build their understanding of stochastic calculus. The inclusion of real-world applications, particularly in finance and biology, demonstrates the practical utility of the subject.

This book serves both as a self-study resource and as a teaching aid for instructors. It provides ample opportunities for readers to engage deeply with the material, offering flexibility for creating new problems to further enhance learning.