This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The not

Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory

Highly esteemed author Topics covered are relevant and timely

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

A highly readable introduction to stochastic integration and stochastic differential equations, this book combines developments of the basic theory with applica