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Introduction To Stochastic Calculus With Applications (3rd Edition) by Fima C Klebaner (Paperback, 2012)

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Author: Fima C Klebaner. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise.