Stochastic calculus

Stochastic calculus is a branch of mathematics that provides the formal
framework and quantitative tools needed for modelling stochastic processes,
which are specified through one or more integral and/or differential
equations involving both deterministic and random (i.e. stochastic)
variables. The classical example of an stochastic process is the so called
Brownian motion, originally developed by Albert Einstein to model the
diffusion in space of particles subject to random forces. Later, the concept
has been widely applied in financial mathematics to model the evolution in
time of stock and bond prices.

How to - Physics - History - Companies - Internet - Video Games - List of Phobias - September 11, 2001
Radio - Timelines - Chemistry - Genealogy - Family - Film - SARS - Cancer - Medicine - DVD - Calendar
Countries - Disease - Health Science - Dentistry - Economics - AIDS - Law - Autism - Statistics - Bible
Recipes - Architecture - Computers - History of the Internet - Personal computer - Apple Macintosh
War - Presidents of the United States - United States Constitution - Universe - Philosophy - Animals
Biology - United States Constitution - Marketing Topics - Sports - Television - History of Computing

Debt Help - Free Credit Report - Mortgages - Loans - Cheap Flights