TY - BOOK AU - Klebaner, Fima C. TI - Introduction to stochastic calculus with applications SN - 186094129X U1 - 519.23 23 PY - 1998/// CY - London PB - Imperial College Press KW - Stochastic analysis. KW - Calculus. N1 - Includes bibliographical references and index; 1. Preliminaries -- 2. Concepts of probability theory -- 3. Basic stochastic processes -- 4. Brownian motion calculus -- 5. Stochastic differential equations -- 6. Diffusion processes -- 7. Martingales -- 8. Calculus for semimartingales -- 9. Pure jump processes -- 10. Change of probability measure -- 11. Applications in finance -- 12. Applications in biology -- 13. Applications in engineering and physics-- References N2 - An introduction to stochastic calculus, with some of its applications in mathematical finance, engineering and the sciences. Only a basic knowledge of calculus and probability is required, and exercises are provided at the end of chapters to help test the readers' understanding ER -