An informal introduction to stochastic calculus with applications

DOI10.1142/9620zbMATH Open1355.60001OpenAlexW4301484187MaRDI QIDQ5262920FDOQ5262920

Authors: Ovidiu Calin 

Publication date: 10 July 2015

Full work available at URL: https://doi.org/10.1142/9620

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zbMATH Keywords

Brownian motionstochastic differential equationsstochastic calculus

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cited In (8)

• The basics of stochastic calculus. Lectures and corrected exercises
• Exact and numerical solution of stochastic Burgers equations with variable coefficients
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• Stochastic processes and calculus. An elementary introduction with applications
• A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics

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