# Basic Stochastic Processes

Basic Stochastic Processes

Publisher: Springer | ISBN: 3540761756 | edition 1998 | File type: PDF | 241 pages | 12,6 mb

This book fulfils its aim of providing good and interesting material for advanced undergraduate study.

The Times Higher Education Supplement

This is probably one of the best books to begin learning about the sometimes complex topic of stochastic calculus and stochastic processes from a more mathematical approach. Some literature are often accused of unnecessarily complicating the subject when applied to areas of finance. With this book you are allowed to explore the rigorous side of stochastic calculus, yet main

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