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An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine /

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling r...

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Bibliographic Details
Main Authors: Capasso, Vincenzo. (Author, http://id.loc.gov/vocabulary/relators/aut), Bakstein, David. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2015.
Edition:3rd ed. 2015.
Series:Modeling and Simulation in Science, Engineering and Technology,
Subjects:
Probabilities.
Mathematical models.
Economics, Mathematical .
Biomathematics.
Applied mathematics.
Engineering mathematics.
Probability Theory and Stochastic Processes.
Mathematical Modeling and Industrial Mathematics.
Quantitative Finance.
Mathematical and Computational Biology.
Mathematical and Computational Engineering.
Online Access:https://doi.org/10.1007/978-1-4939-2757-9
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https://doi.org/10.1007/978-1-4939-2757-9

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