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    <title>rst course in stochastic calculus</title>
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    <title>A First course in stochastic calculus</title>
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  <name type="personal">
    <namePart>Arguin, Louis-Pierre</namePart>
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    <publisher>American Mathematical Society</publisher>
    <dateIssued>2025</dateIssued>
    <dateIssued encoding="marc">2022</dateIssued>
    <issuance>monographic</issuance>
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    <extent>xv, 270 pages : illustrations ; 25 cm.</extent>
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  <note type="statement of responsibility">Louis-Pierre Arguin.</note>
  <subject authority="lcsh">
    <topic>Stochastic analysis</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Calculus</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Stochastic processes</topic>
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  <subject authority="msc">
    <topic>Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic processes -- General theory of processes</topic>
  </subject>
  <subject authority="msc">
    <topic>Probability theory and stochastic processes {For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX} -- Stochastic analysis [See also 58J65] -- Stochastic integrals</topic>
  </subject>
  <subject authority="msc">
    <topic>Game theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities</topic>
  </subject>
  <subject authority="msc">
    <topic>Game theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods)</topic>
  </subject>
  <classification authority="ddc">519.22 ARG</classification>
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    <titleInfo>
      <title>Pure and applied undergraduate texts 53</title>
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  <identifier type="isbn">9789349750784 (pbk.)</identifier>
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