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![]() Free Download A Course of Stochastic Analysis by Alexander Melnikov English | PDF (True)/EPUB | 2023 | 214 Pages | ISBN : 3031253256 | 2.6 MB The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. 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