Stochastic Calculus books and eBooksFeatured BooksNumerical Solution of Stochastic Differential Equationsby Peter KloedenEckhard Platen The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus and stochastic differential equations, in both theory and applications, emphasizing the numerical methods needed to solve such equations. Stochastic Differential EquationsAn Introduction with Applicationsby Bernt Oksendal An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in such fields as economics, biology and physics. View all Stochastic Calculus books Popular Stochastic Calculus books and eBooks in the last 24 hoursView all Stochastic Calculus titles |
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