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Stochastic Calculus

  1. Sep 20, 2010 #1
    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.
     
  2. jcsd
  3. Sep 23, 2010 #2
    You might like "Stochastic differential equations: an introduction with applications" by
    Oksendal.
     
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