Introduction to Stochastic Analysis: Integrals , Mackevicius^+

Introduction to Stochastic AnalysisIntegrals and Differential Equations\nAuthor(s): Vigirdas Mackevicius\nFormat: Hardback\nPublisher: ISTE Ltd and John Wiley & Sons Inc, United Kingdom\nImprint: ISTE Ltd and John Wiley & Sons Inc\nISBN-13: 9781848213111, 978-1848213111\nSynopsis\nThis is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the nave stochastic integration, rather than on abstract theories of measure and stochastic processes. The proofs are rather simple for practitioners and, at the same time, rather rigorous for mathematicians. Detailed application examples in natural sciences and finance are presented. Much attention is paid to simulation diffusion processes.\n The topics covered include Brownian motion; motivation of stochastic models with Brownian motion; I.