Recommended books for learning stochastic calculus

Join the discussion
Registration is free. Start your own thread to ask a follow-up.
1 reply · 3K views
ayagunov
Messages
1
Reaction score
0
Hi to everybody,
I'm going to apply for the theme mentioned in the title during my study and further by writing scientific works. Also I'm very excited with it because of its applications. Couldn't anyone suggest some literature for beginners in Stochastic Calculus?
P.S. I also have some advanced knowledge in Probability theory and Calculus itself.
 
Physics news on Phys.org
You might like "Stochastic differential equations: an introduction with applications" by
Oksendal.