The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.

Recensione

A mathematical textbook has to introduce the necessary notions if it wants to follow the traditional path. The present textbook succeeds in giving a solution to the problem ... It is a useful addition to the literature of stochastic calculus. --Mathematical Reviews Clippings

This textbook contains a large number of solved problems examples designed to help the reader that this textbook understand the material. --Zentralblatt MATH

The book is an excellent manual. Senior undergraduate students or graduate students can also benefit from this book. The point of view is clear and rigorous, but avoiding unnecessary machinery. It is a good reference book that is completely recommendable to anyone who wants to enter Stochastic Calculus with the idea of really understanding the foundations. --European Mathematical Society

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