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Stochastic Calculus

Discussion in 'Education & Personal Growth' started by pranam, May 13, 2010.

  1. pranam

    pranam Senior IL'ite

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    Hey Ladies,

    Was wondering if any of you have had any experience studying this topic while in grad school. I was hoping to get some pointers from anybody who has dealt with this..Any books that you could recommend for beginners..

    We are required to have some background on this for the actuarial exams (especially in the later ones) and since I have never dealt with things like stochastic integration etc..Was feeling a little overwhelmed right now.

    Any suggestions would be appreciated.

    Thank you.
     
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  2. Haric

    Haric New IL'ite

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    It is a branch of mathematics that operates on stochastic processes.It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes.It is used to model systems that behave randomly.:spin
     
  3. pranam

    pranam Senior IL'ite

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    Thank you Haric for your response.I was wondering how difficult/ easy would this be for someone who has done a course in calculus based probability (which required upto multivariate calculus as pre-requisites) and a course in stochastic processes.We did not do any stochastic integration in the course.Is this something one can pick up easily on our own given the background.
     

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