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...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Boston, MA :
Birkhäuser Boston
[20..].
Cham : Springer Nature |
| Ausgabe: | 1st ed. 2005. |
| Schriftenreihe: | Modeling and Simulation in Science, Engineering and Technology
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| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
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 |
Inhaltsangabe:
- 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