First course in stochastic calculus /
Arguin, Louis-Pierre,
First course in stochastic calculus / A First course in stochastic calculus Louis-Pierre Arguin. - Providence : American Mathematical Society, 2025. - xv, 270 pages : illustrations ; 25 cm. - Pure and applied undergraduate texts 53 .
9789349750784 (pbk.)
Stochastic analysis.
Calculus.
Stochastic processes.
Probability theory and stochastic processes -- Stochastic processes -- General theory of processes.
Probability theory and stochastic processes -- Stochastic analysis [See also 58J65] -- Stochastic integrals.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods).
519.22 ARG
First course in stochastic calculus / A First course in stochastic calculus Louis-Pierre Arguin. - Providence : American Mathematical Society, 2025. - xv, 270 pages : illustrations ; 25 cm. - Pure and applied undergraduate texts 53 .
9789349750784 (pbk.)
Stochastic analysis.
Calculus.
Stochastic processes.
Probability theory and stochastic processes -- Stochastic processes -- General theory of processes.
Probability theory and stochastic processes -- Stochastic analysis [See also 58J65] -- Stochastic integrals.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities.
Game theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods).
519.22 ARG