{ "item_title" : "Stochastic Calculus", "item_author" : [" Richard Durrett "], "item_description" : "This compact yet thorough text zeros in on the parts of the theory that are useful for applications to mathematical finance, queuing theory, biology, and physics. It begins with a description of Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. It solves stochastic differential equations by a variety of methods and studies in detail the one dimensional case. This time-saving book concludes by treating semigroups and generators, applying the theory of Harris chains to diffusions, and presenting a quick course in weak convergence of Markov chains to diffusions.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/0/84/938/071/0849380715_b.jpg", "price_data" : { "retail_price" : "225.00", "online_price" : "225.00", "our_price" : "225.00", "club_price" : "225.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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