Elements of Stochastic Calculus and Analysis

This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material covered here has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical es...

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Bibliographic Details

Main Author:	Stroock, Daniel W. (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	CRM Short Courses,
Subjects:	Probabilities.
ISBN:	9783319770383
ISSN:	2522-5200
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