剧情简介：This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough...(展开全部)
作者：Fima C·Klebaner
出版社：Imperial College Press
ISBN：9781848168312
