An Informal Introduction to Stochastic Calculus With Applications

This textbook on elementary stochastic calculus is designed for senior undergraduate students in math, economics, and business. Although the material is presented at an introductory level, students should have a previous course in deterministic calculus. Emphasis is on simplicity and clarity, with many worked examples and solved problems. The text can be used for a one-semester course in stochastic calculus and probabilities. It can also be used as an accompanying text for courses in other areas such as finance, economics, chemistry, physics, and engineering. Annotation ©2015 Ringgold, Inc., Portland, OR (protoview.com)