A. J. Roberts is a Professor and Chair in the School of Mathematical Sciences at the University of Adelaide. He has lectured and conducted research at the University of New South Wales and the University of Southern Queensland, and has published over 100 refereed international journal articles. As a leader in developing and applying a branch of modern dynamical systems theory, in conjunction with new computer algebra algorithms in scientific computing, Professor Roberts derives and interprets mathematical and computational models of complex multiscale systems, both deterministic and stochastic.

• PrefaceList of AlgorithmsChapter 1: Financial Indices Appear to Be Stochastic ProcessesChapter 2: Ito’s Stochastic Calculus IntroducedChapter 3: The Fokker–Planck Equation Describes the Probability DistributionChapter 4: Stochastic Integration Proves Ito’s FormulaAppendix A: Extra MATLAB/SCILAB CodeAppendix B: Two Alternate ProofsBibliographyIndex

A. J. Roberts is a Professor and Chair in the School of Mathematical Sciences at the University of Adelaide. He has lectured and conducted research at the University of New South Wales and the University of Southern Queensland, and has published over 100 refereed international journal articles. As a leader in developing and applying a branch of modern dynamical systems theory, in conjunction with new computer algebra algorithms in scientific computing, Professor Roberts derives and interprets mathematical and computational models of complex multiscale systems, both deterministic and stochastic.

• PrefaceList of AlgorithmsChapter 1: Financial Indices Appear to Be Stochastic ProcessesChapter 2: Ito’s Stochastic Calculus IntroducedChapter 3: The Fokker–Planck Equation Describes the Probability DistributionChapter 4: Stochastic Integration Proves Ito’s FormulaAppendix A: Extra MATLAB/SCILAB CodeAppendix B: Two Alternate ProofsBibliographyIndex