Course of Stochastic Analysis

The main subject of the book is stochastic analysis and its variousapplications to mathematical finance and statistics of random processes.The main purpose of the book is to present, in a short and sufficientlyself-contained form, the methods and results of the contemporary theoryof stochastic analysis and to show how these methods and results workin mathematical finance and statistics of random processes.The book can be considered as a textbook for both senior undergraduateand graduate courses on this subject. The book can be helpful forundergraduate and graduate students, instructors and specialists onstochastic analysis and its applications.