Sign-In
Cart
Inform Intro Stoch Cal (2nd Ed)
Hardcover
CalculusGeneral MathematicsProbability & Statistics
ISBN13: 9789811247095
Publisher: World Scientific Publishing Company
Published: Nov 26 2021
Pages: 512
Weight: 2.22
Height: 1.13 Width: 6.69 Depth: 9.61
Language: English
Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp theory, and in general, requires acquaintance with the probability, analysis and measure theory.
The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.
The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods.
This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises.
This edition has also improved presentation from the first edition in several chapters, including new material.
1 different editions
Also available
Also from
Calin Ovidiu
Also in
Probability & Statistics
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Grolemund, Garrett
Wickham, Hadley
Paperback
AP Statistics Premium, 2027: 9 Practice Tests + Comprehensive Review + Online Practice
Sternstein, Martin, PH. D.
Paperback
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Wickham, Hadley
Grolemund, Garrett
Cetinkaya-Rundel, Mine
Paperback
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
Stat 208 Statistical Thinking: A Book for Stat 208 at Virginia Commonwealth University
Street IV, W. Scott
Durfee, Becky
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Paperback
Forecasting: Principles and Practice, the Pythonic Way
Hyndman, Rob J.
Athanasopoulos, George
Paperback
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Hardcover
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Paperback
Mastering Claude AI: Practical Journey from First Prompts to Pro with Claude AI
Dickey, Ryan
Paperback
The Random Universe: How Models and Probability Help Us Make Sense of the Cosmos
Jaffe, Andrew H.
Hardcover
Scale: The Universal Laws of Life, Growth, and Death in Organisms, Cities, and Companies
West, Geoffrey
Paperback
Ai-Assisted Statistics for Data Scientists: 50+ Essential Concepts Using R and Python
Bruce, Andrew
Gedeck, Peter
Bruce, Peter
Paperback
Advanced Statistics in Research: Reading, Understanding, and Writing Up Data Analysis Results
Hatcher, Larry
Paperback
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Lee, Peter
Yu, James
Cheng, Ran
Hardcover
Schaum's Outline of Probability and Statistics, 4th Edition: 897 Solved Problems + 20 Videos
Schiller, John J.
Srinivasan, R. Alu
Spiegel, Murray R.
Paperback
An Introduction to Statistical Learning: With Applications in R
James, Gareth
Witten, Daniela
Hastie, Trevor
Paperback
The Only Math Book You'll Ever Need, Revised Edition: Hundreds of Easy Solutions and Shortcuts for Mastering Everyday Numbers
Kogelman, Stanley
Heller, Barbara R.
Paperback
SQL Server 2025 Unveiled: The Ai-Ready Enterprise Database with Microsoft Fabric Integration
Ward, Bob
Paperback
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Hardcover
Mathletics: How Gamblers, Managers, and Fans Use Mathematics in Sports, Second Edition
Nestler, Scott
Pelechrinis, Konstantinos
Winston, Wayne L.
Paperback
Building Large Language Models from Scratch: Design, Train, and Deploy Llms with Pytorch
Grigorov, Dilyan
Paperback
Schaum's Outline of Probability, Random Variables, and Random Processes, Fourth Edition
Hsu, Hwei P.
Paperback
Regression Modeling Strategies: With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis
Harrell Jr, Frank E.
Paperback
Quantum Computing and Quantum Machine Learning for Engineers and Developers
Rosas-Bustos, Jose
Fraser, Roydon Andrew
Van Griensven Thé, Jesse
Hardcover
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Paperback
Making ChatGPT Work for You: Getting the Most Out of Generative AI as a Non-Techie
Evelyn, Lydia
Paperback
Probably the Best Book on Statistics Ever Written: How to Beat the Odds and Make Better Decisions
Shapira, Haim
Hardcover
Challenging Mathematical Problems with Elementary Solutions, Vol. I: Volume 1
Yaglom, I. M.
Yaglom, A. M.
Paperback
The End of Average: Unlocking Our Potential by Embracing What Makes Us Different
Rose, Todd
Paperback
The Master Algorithm: How the Quest for the Ultimate Learning Machine Will Remake Our World
Domingos, Pedro
Paperback
Databricks Data Intelligence Platform: Unlocking the Genai Revolution
Gupta, Nikhil
Yip, Jason
Paperback
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Hardcover
Scorecasting: The Hidden Influences Behind How Sports Are Played and Games Are Won
Moskowitz, Tobias
Wertheim, L. Jon
Paperback
AI for Robotics: Toward Embodied and General Intelligence in the Physical World
Imran, Alishba
Gopalakrishnan, Keerthana
Paperback
Time Series Analysis and Its Applications: With R Examples
Shumway, Robert H.
Stoffer, David S.
Hardcover
Large Language Models: A Deep Dive: Bridging Theory and Practice
Kamath, Uday
Keenan, Kevin
Somers, Garrett
Hardcover
Building Generative AI Agents: Using Langgraph, Autogen, and Crewai
Deshmukh, Gaurav
Taulli, Tom
Paperback
The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of C
McGrayne, Sharon Bertsch
Paperback
Machine Learning Q and AI: 30 Essential Questions and Answers on Machine Learning and AI
Raschka, Sebastian
Paperback
Modern Time Series Forecasting with Python - Second Edition: Industry-ready machine learning and deep learning time series analysis with PyTorch and p
Tackes, Jeffrey
Joseph, Manu
Paperback
Challenging Mathematical Problems with Elementary Solutions, Vol. II: Volume 2
Yaglom, A. M.
Yaglom, I. M.
Paperback
Learning Statistics with Jamovi: A Tutorial for Beginners in Statistical Analysis
Foxcroft, David
Navarro, Danielle
Paperback
An Introduction to Statistical Learning: With Applications in Python
James, Gareth
Witten, Daniela
Hastie, Trevor
Hardcover
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Lee, Peter
Yu, James
Cheng, Ran
Paperback
Guesstimation: Solving the World's Problems on the Back of a Cocktail Napkin
Weinstein, Lawrence
Adam, John a.
Paperback
Deep Learning in Computational Mechanics: An Introductory Course
Jokeit, Moritz
Herrmann, Leon
Weeger, Oliver
Hardcover
Unlocking Dbt: Design and Deploy Transformations in Your Cloud Data Warehouse
Dorsey, Dustin
Cyr, Cameron
Paperback
High-Dimensional Probability: An Introduction with Applications in Data Science
Vershynin, Roman
Hardcover
The ESRI Guide to GIS Analysis, Volume 2: Spatial Measurements and Statistics
Mitchell, Andy
Griffin, Lauren Scott
Paperback
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition
Tibshirani, Robert
Friedman, Jerome
Hastie, Trevor
Hardcover
ACCUPLACER Math Prep: ACCUPLACER Math Test Study Guide with Two Practice Tests [Includes Detailed Answer Explanations]
Tpb Publishing
Paperback
Observability for Large Language Models: Site Reliability and Chaos Engineering for AI at Scale
Sharma, Ankush
Paperback
Bayesian Analysis with Python - Third Edition: A practical guide to probabilistic modeling
Martin, Osvaldo
Paperback
Prompt Engineering for Everyone: A Self-Taught, Human-Centered Approach to AI Programming
Tavakoli, Hamid
Paperback
An Introduction to Statistical Learning: With Applications in Python
James, Gareth
Witten, Daniela
Hastie, Trevor
Paperback
Large Language Model Recipes: A Hands-On Guide to Fine-Tuning, Optimization, Deployment, and Real-World Applications
Kaata, Sashi Kiran
Bolla, Bharath Kumar
Subbaiah, Kalpa
Paperback
Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists
Best, Joel
Hardcover
The Design Inference: Eliminating Chance through Small Probabilities
Ewert, Winston
Dembski, William A.
Hardcover
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Hardcover
R in Action, Third Edition: Data Analysis and Graphics with R and Tidyverse
Kabacoff, Robert I.
Paperback
Practical Generative Ai: From Concept to Deployment: Building and Deploying Ethical AI-Powered Solutions
Singh, Pramod
McKeone, James
Paperback
Enterprise Guide for Implementing Generative AI and Agentic AI: A Practical Guide to Developing, Deploying, and Operationalizing Ai-Driven Application
Edward, Shakuntala Gupta
Bhattacharya, Rahul
Sinha, Vikas
Paperback
Student's Solutions Guide for Introduction to Probability, Statistics, and Random Processes
Pishro-Nik, Hossein
Paperback
A Modern Introduction to Probability and Statistics: Understanding Why and How
Kraaikamp, C.
Lopuhaä, H. P.
Dekking, F. M.
Hardcover
Large Language Models: From Theory to Production
Vanegas, Esteban
Noguer I. Alonso, Miquel
Pacheco Aznar, David
Paperback
Making Statistics Work: Information Theory and Bayesian Inference
Scharfenaker, Ellis
Foley, Duncan
Paperback
The Improbability Principle: Why Coincidences, Miracles, and Rare Events Happen Every Day
Hand, David J.
Paperback
From Data to Dollars: Getting Started with Data Analytics and AI in Startups
Sidoruk, Piotr
Paperback