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Informal Introduction To Stochastic Calculus With Applications, An

Informal Introduction To Stochastic Calculus With Applications, An

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Stochastic Calculus is a branch of mathematics that deals with random fluctuations and has applications in various fields, such as signal processing, noise filtering, and financial markets. This book aims to present Stochastic Calculus at an introductory level, with a focus on capturing the spirit of elementary deterministic Calculus. The second edition includes two more chapters on applications in Electrochemistry and global optimization methods, as well as a final chapter with fully solved review problems.

Format: Paperback / softback
Length: 512 pages
Publication date: 16 December 2021
Publisher: World Scientific Publishing Co Pte Ltd


Stochastic Calculus is a powerful tool for analyzing random fluctuations in a wide range of scientific fields. It encompasses various applications, including signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, and more. These applications assume a solid mathematical foundation, which can take years to develop.

Stochastic Calculus is a complex theory that requires knowledge of probability, analysis, and measure theory. This book aims to introduce Stochastic Calculus at an introductory level, avoiding excessive mathematical detail. The author's goal is to capture the essence of elementary deterministic Calculus, which students have already encountered. This approach facilitates understanding of more complex topics in Stochastic Calculus.

The second edition of this book includes several enhancements. Two additional chapters have been added, covering applications of stochastic processes in Electrochemistry and global optimization methods. The presentation has been improved in several chapters, with new material added. The book now includes a total of approximately 250 exercises, and solutions to all proposed problems are provided.

In conclusion, Stochastic Calculus is a versatile tool for analyzing random fluctuations in various scientific fields. This book provides an introductory introduction to the theory, aimed at students with a solid mathematical background. The second edition includes additional chapters, improved presentation, and a comprehensive exercise set.

Weight: 874g
Dimension: 170 x 247 x 32 (mm)
ISBN-13: 9789811247569
Edition number: Second Edition

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