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A First Course in Stochastic Calculus is a complete guide for advanced undergraduate students to take the next step in exploring probability theory and for mast

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f