Recommended books for learning stochastic calculus

1 reply · 3K views · last reply
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.
 
You might like "Stochastic differential equations: an introduction with applications" by
Oksendal.