Arguin presents a textbook for a course introducing stochasticcalculus to advanced undergraduate mathematics students, and tomaster's students in financial engineering. His goal is to makestochastic calculus accessible to students and practitioners in themany fields where it would be helpful, so, for example avoids measure theory concepts whenever possible. His topics include basic notions of probability, properties of Brownian motion, Ito calculus, Ito processes and stochastic differential equations, and applications to mathematical finance. Annotation �2022 Ringgold, Inc., Portland, OR (protoview.com)

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