Problems And Solutions In Stochastic Calculus With Applications
by 作者: Patrik Albin (Author), Kais Hamza (Author), Fima C Klebaner (Author)
Publisher Finelybook 出版社: World Scientific Europe Ltd
Publication Date 出版日期: 2024-undefined-Sept.
Language 语言: English
Pages 页数: 394 pages
ISBN-10 书号: 1800615604
ISBN-13 书号: 9781800615601
Book Description
Problems and Solutions in Stochastic Calculus with Applications exposes readers to simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus with Applications (Third Edition) by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and their applications in financial mathematics, mathematical biology, and more. The book features problems rooted in their ongoing research. Mathematical finance and biology feature pre-eminently, but the ideas and techniques can equally apply to fields such as engineering and economics.
The problems set forth are accessible to students new to the subject, with most of the problems and their solutions centring on a single idea or technique at a time to enhance the ease of learning. While the majority of problems are relatively straightforward, more complex questions are also set in order to challenge the reader as their understanding grows. The book is suitable for either self-study or for instructors, and there are numerous opportunities to generate fresh problems by modifying those presented, facilitating a deeper grasp of the material.
