An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and ins...
में बचाया:
| मुख्य लेखकों: | , |
|---|---|
| स्वरूप: | Livre numérique |
| भाषा: | Anglais |
| प्रकाशित: |
Boston, MA :
Birkhäuser Boston
[20..].
Cham : Springer Nature |
| संस्करण: | 1st ed. 2005. |
| श्रृंखला: | Modeling and Simulation in Science, Engineering and Technology
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| ऑनलाइन पहुंच: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| टिप्पणी: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • An introduction to continuous-time stochastic processes, theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein, Boston, Birkhäuser, 2005, 1 vol. (XI-343 p.), Modeling and simulation in science, engineering and technology, 0-8176-3234-4 • An Introduction to Continuous-Time Stochastic Processes, Texte imprimé, 9780817670375 • An introduction to continuous-time stochastic processes, theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein, Boston, Birkhäuser, 2005, 1 vol. (XI-343 p.), Modeling and simulation in science, engineering and technology, 0-8176-3234-4 |
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| 100 | 1 | |a Capasso, Vincenzo, |d 1945- | |
| 245 | 1 | 0 | |a An introduction to continuous-time stochastic processes : |b theory, models, and applications to finance, biology, and medicine |c by Vincenzo Capasso, David Bakstein. |
| 250 | |a 1st ed. 2005. | ||
| 260 | |a Boston, MA : |b Birkhäuser Boston. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Modeling and Simulation in Science, Engineering and Technology |x 2164-3725 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a The Theory of Stochastic Processes Fundamentals of Probability Stochastic Processes The Itô Integral Stochastic Differential Equations The Applications of Stochastic Processes Applications to Finance and Insurance Applications to Biology and Medicine | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided | ||
| 700 | 1 | |a Bakstein, David, |d 1975- |4 aut | |
| 776 | 0 | |0 086318594 |t An introduction to continuous-time stochastic processes |o theory, models, and applications to finance, biology, and medicine |f Vincenzo Capasso, David Bakstein |c Boston |n Birkhäuser |d 2005 |p 1 vol. (XI-343 p.) |s Modeling and simulation in science, engineering and technology |z 0-8176-3234-4 | |
| 776 | 0 | |t An Introduction to Continuous-Time Stochastic Processes |b Texte imprimé |z 9780817670375 | |
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