000			02154cam a2200277 i 4500
001			23536762
003			OSt
005			20250624104930.0
008			250624b |||||||| |||| 00| 0 eng d
020			_a9781800615601
040			_aCSL _cCSL
041			_2eng _aeng
084			_aB2811 R5 _qCSL
100	1		_aAlbin, Patrik, _eauthor. _9814383
245	1	0	_aProblems and solutions in stochastic calculus with applications
260			_aNew Jersey : _bWorld Scientific, _c2025.
300			_axii, 471 p. _b: color illustrations _c; 24 cm.
500			_aIncludes index.
520			_a"Problems and Solution in Stochastic Calculus exposes readers to distinct simple ideas and proofs in stochastic calculus and its applications. It is intended as a companion to the successful original title Introduction to Stochastic Calculus with Applications (3rd Edition) by Fima Klebaner. The current book is authored by three active researchers in the fields of probability, stochastic processes, and their applications in financial mathematics, mathematical biology, and more. The book features problems rooted in their ongoing research. Mathematical finance and biology feature pre-eminently, but the ideas and techniques can equally apply to fields such as engineering and economics. The problems set forth are accessible to students new to the subject, with most of the problems and their solutions centring on a single idea or technique at a time to enhance the ease of learning. While the majority of problems are relatively straightforward, more complex questions are also set in order to challenge the reader as their understanding grows. The book is suitable for either self-study or for instructors, and there are numerous opportunities to generate fresh problems by modifying the ones presented, facilitating a deeper grasp of the material"--
650		0	_aStochastic analysis. _9733453
650		0	_aStochastic processes. _9417726
650		0	_aCalculus.
700	1		_aHamza, Kais _eauthor. _9814384
700	1		_aKlebaner, Fima C. _eauthor. _9814385
942			_2CC _n0 _cTEXL _hB2811 R5
999			_c1432855 _d1432855