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)

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering. Self-contained and unified in prese...(展开全部)

This book provides a concise introduction to stochastic calculus with some of its applications in mathematical finance, engineering and the sciences. Applications in finance include pricing of financial derivatives, such as options on stocks, exotic options and interest rate options. The filtering problem and its solution is presented as an application in engineering. Populatio...(展开全部)

Burstein, and Lax's Calculus with Applications and Computing offers meaningful explanations of the important theorems of single variable calculus. Written with students in mathematics, the physical sciences, and engineering in mind, and revised with their help, it shows that the themes of calculation, approximation, and modeling are central to mathematics and the main ideas of ...(展开全部)

Burstein, and Lax's Calculus with Applications and Computing offers meaningful explanations of the important theorems of single variable calculus. Written with students in mathematics, the physical sciences, and engineering in mind, and revised with their help, it shows that the themes of calculation, approximation, and modeling are central to mathematics and the main ideas of ...(展开全部)

This text in multivariable calculus fosters comprehension through meaningful explanations. Written with students in mathematics, the physical sciences, and engineering in mind, it extends concepts from single variable calculus such as derivative, integral, and important theorems to partial derivatives, multiple integrals, Stokes’ and divergence theorems. Students with a backgro...(展开全部)

This text in multivariable calculus fosters comprehension through meaningful explanations. Written with students in mathematics, the physical sciences, and engineering in mind, it extends concepts from single variable calculus such as derivative, integral, and important theorems to partial derivatives, multiple integrals, Stokes’ and divergence theorems. Students with a backgro...(展开全部)