The Non-uniform Riemann Approach to Stochastic Integration

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【簡介】 This is the first book that presents the theory of stochastic integral using the generalized Riemann approach. Readers who are familiar with undergraduate calculus and want to have an easy access to the theory of stochastic integral will find most of this book pleasantly readable, especially the first four chapters. The references to the theory of classical stochastic integral and stochastic processes are also included for the convenience of readers who are familiar with the measure theoretic approach. Sample Chapter(s) Preface Chapter 1: Introduction Contents: Introduction The Itô Integral Differentiation and Differential Variational Approach to Stochastic Integration The Multiple Itô–Wiener Integral Fubini's Theorem and Hu–Meyer's Theorem Readership: Students at Masters Level doing stochastic integration theory, Non-mathematics specialist reading financial mathematics, Graduate Research students. 【目錄】

Problems and Solutions in Stochastic Calculus with Applications

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【簡介】 Problems and Solutions in Stochastic Calculus with Applications exposes readers to 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 (Third 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 those presented, facilitating a deeper grasp of the material. 【目錄】