Introduction to Stochastic Calculus with Applications
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Published By PUBLISHED BY IMPERIAL COLLEGE PRESS AND DISTRIBUTED BY WORLD SCIENTIFIC PUBLISHING CO.

9781860945557, 9781860946837

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Applications in Engineering and Physics

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0014 ◽

2005 ◽

pp. 375-389

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Pure Jump Processes

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0009 ◽

2005 ◽

pp. 249-265

Keyword(s):

Jump Processes

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Brownian Motion Calculus

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0004 ◽

2005 ◽

pp. 91-121

Keyword(s):

Brownian Motion

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Applications in Biology

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0013 ◽

2005 ◽

pp. 351-374

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Diffusion Processes

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0006 ◽

2005 ◽

pp. 149-181

Keyword(s):

Diffusion Processes

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FRONT MATTER

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_fmatter ◽

2005 ◽

pp. i-xiii

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BACK MATTER

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_bmatter ◽

2005 ◽

pp. 391-416

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Applications in Finance: Bonds, Rates and Options

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0012 ◽

2005 ◽

pp. 323-349

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Martingales

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0007 ◽

2005 ◽

pp. 183-210

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Concepts of Probability Theory

Introduction to Stochastic Calculus with Applications ◽

10.1142/9781860946837_0002 ◽

2005 ◽

pp. 21-53

Keyword(s):

Probability Theory

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