A Course Of Stochastic Analysis

The main subject of the book is stochastic analysis and its variousampnbspapplications to mathematical finance and statistics of random processes.ampnbspThe main purpose of the book is to present in a short and sufficientlyampnbspselfcontained form the methods and results of the contemporary theoryampnbspof stochastic analysis and to show how these methods and results workampnbspin mathematical finance and statistics of random processes.ampnbspThe book can be considered as a textbook for