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Stochastic Optimization in Finance by Sunil Patil is a document available to read on EtoBox.

This document discusses stochastic processes and Ito calculus. It begins by motivating the need to develop calculus methods for stochastic differential equations that arise in physics and other fields. Examples are then provided of various stochastic processes, including random walks, particles in gravitational fields, and Langevin dynamics with Brownian motion. The document goes on to cover Markov processes, stochastic differential equations, Ito

Author
Sunil Patil
Language
EN