STOCHASTIC CALCULUS
Stochastic calculus for continuous processes. Applications to Brownian motion and martingales. Stochastic differential equations.
Stochastic Calculus and Applications, written by D. Chua, based on lectures by R. Bauerschmidt, 2018, University of Cambridge.
- With Solutions
- Without Solutions
Stochastic Calculus and Applications, by R. Bauerschmidt, D. Heydecker, 2018, University of Cambridge.