Alan Bain – Stochastic Calculus
Alan Bain – Stochastic Calculus Alan Bain – Stochastic Calculus size 1.2 MB The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆo integral and some of its applications. They owe a great deal to Dan Crisan’s Stochastic Calculus and Applications lectures of 1998; and also much…
