Stochastic Calculus and Differential Equations for Physics and Finance

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Have a look at the Stochastic Schrodinger Equation. They also appear in Thermodynamics and kinetic theory cf. Really, anything with "noise" in it, might require some stochastic calculus!

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Outline of Stochastic Calculus

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See our disclaimer. Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes. Specifications Publisher Cambridge University Press.

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Stochastic Calculus and Differential Equations for Physics and Finance

Pricing policy About our prices. We're committed to providing low prices every day, on everything. So if you find a current lower price from an online retailer on an identical, in-stock product, tell us and we'll match it. See more details at Online Price Match. Email address. At the end of each chapter a list of instructive exercises is provided.

The long list of references covers theoretical mathematical works as well as highly applied areas. Altogether this textbook has all the necessary prerequisites for boosting the interdisciplinary collaboration between applied scientists and probabilists.

Stochastic Analysis with Financial Applications - ANU

Although the focus is on the mathematical theory, many examples from sciences or engineering illustrate the concepts and methods. Each chapter ends with a number of problems.

This book will be of substantial interest to the applied scientists seeking methods to solve stochastic problems. JavaScript is currently disabled, this site works much better if you enable JavaScript in your browser. Free Preview. Buy eBook. Buy Hardcover. Buy Softcover.