INTERMEDIATE MATHEMATICS:
Understanding Stochastic Calculus

Readings

Suggested pre-readings:

1. G. Stephenson, Mathematical Methods for Science Students, Second Edition
- Chapters 1 (Real Numbers), 2 (Inequalities), 3 (Limits, continuity, differentiability), 4 (Integrals), 7 (Complex Numbers), 16 (Determinants), 17 (Matrices), 21 (ODEs)

2. Z. Brzezniak, T. Zastawniak, Basic Stochastic Processes
- Chapters 1 (Review of Probability) and 2 (Conditional Expectation) pages 1-33

 

Following the course further readings will be available from LFS library

If you don't already have it, get the reader here: