000 01556cam a2200301 i 4500
001 22147412
005 20250721224430.0
008 210722s2022 riua b 001 0 eng
020 _a9789349750784 (pbk.)
035 _a22147412
040 _aDLC
_beng
_erda
_cKrea
_dDLC
082 0 0 _a519.22 ARG
100 1 _aArguin, Louis-Pierre,
245 1 2 _aFirst course in stochastic calculus /
_cLouis-Pierre Arguin.
246 _aA First course in stochastic calculus
260 _aProvidence :
_bAmerican Mathematical Society,
_c2025.
300 _axv, 270 pages :
_billustrations ;
_c25 cm.
440 _aPure and applied undergraduate texts
_v53
650 0 _aStochastic analysis.
650 0 _aCalculus.
650 0 _aStochastic processes.
650 7 _aProbability 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.
_2msc
650 7 _aProbability 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.
_2msc
650 7 _aGame theory, economics, social and behavioral sciences -- Mathematical finance -- Derivative securities.
_2msc
650 7 _aGame theory, economics, social and behavioral sciences -- Mathematical finance -- Numerical methods (including Monte Carlo methods).
_2msc
942 _2ddc
_cBK
999 _c123186
_d123186