Stochastic Calculus for Beginners: Literature Suggestions

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SUMMARY

The forum discussion centers on literature recommendations for beginners in Stochastic Calculus. A key suggestion is "Stochastic Differential Equations: An Introduction with Applications" by Oksendal, which is noted for its practical applications. The original poster has a foundational understanding of Probability Theory and Calculus, which will aid in their study of Stochastic Calculus. The discussion emphasizes the importance of selecting appropriate literature to build a solid understanding of the subject.

PREREQUISITES
  • Basic knowledge of Probability Theory
  • Fundamental understanding of Calculus
  • Familiarity with Stochastic Processes
  • Interest in applications of mathematical concepts
NEXT STEPS
  • Research additional literature on Stochastic Calculus, focusing on introductory texts
  • Explore online courses or lectures on Stochastic Differential Equations
  • Study applications of Stochastic Calculus in finance and engineering
  • Join study groups or forums dedicated to advanced Probability Theory and Stochastic Processes
USEFUL FOR

Students, researchers, and professionals interested in Stochastic Calculus, particularly those with a background in Probability Theory and Calculus seeking to deepen their understanding and application of the subject.

ayagunov
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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.
 
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You might like "Stochastic differential equations: an introduction with applications" by
Oksendal.
 

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