Pre-requisites for reading and solving through Schreve's books

Quasar Chunawala

Active Member
Hi folks,

I have a modest background in calculus based probability. I have begun studying mathematical analysis.

Steven Schreve's stochastic calculus books look accessible to me, it seems I can take them in slowly. But, I would like to ask for tips. With sufficient hard work, is it possible to gain a general knowledge of stochastic calculus fundamentals through these books(keeping in view I don't have a rigorous background in analysis yet)?

Kind regards,

Quasar
 
Top