000			02340nam a22003377a 4500
003			OSt
005			20250226101343.0
008			250224b |||||||| |||| 00| 0 hin d
020			_a9781493936816
040			_aNISER LIBRARY _beng _cNISER LIBRARY
082			_a519.21 _bCOH-S
100			_aCohen, Samuel N.
245			_aStochastic calculus and applications
250			_a2nd edition
260			_aNew York, NY : _bBirkhäuser, _c2015.
300			_axxiii, 666 pages : _billustrations
490			_aProbability and its applications, _x2297-0371
504			_aIncludes bibliographical references and index
520			_aCompletely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to work with stochastic calculus as well as with its applications."–Zentralblatt (from review of the First Edition)
650			_aComputer science _xMathematics
650			_aDifferential equations, Partial
650			_aEconomics, Mathematical
650			_aElectrical engineering
650			_aProbabilities
650			_aStochastic analysis
650			_aQuantitative finance
700			_aElliott, Robert J.
856			_3Table of content _uhttps://link.springer.com/content/pdf/bfm:978-1-4939-2867-5/1
856			_3Reviews _uhttps://www.goodreads.com/book/show/33280474-stochastic-calculus-and-applications?ref=nav_sb_ss_1_13#CommunityReviews
942			_2udc _cBK
999			_c35752 _d35752