An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
From reviews of First Edition:The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or...
Enregistré dans:
| Auteurs principaux: | , |
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| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Boston :
Birkhäuser
2012.
Cham : Springer Nature |
| Collection: | Modeling and simulation in science, engineering and technology
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| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Numérisation de la deuxième édition parue en 2012 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, Second Edition, New York, Birkhäuser, 2012, 1 vol. (XIII-434 p.), Modeling and simulation in science, engineering and technology, 978-0-8176-8345-0 |
Table des matières:
- Part I. The Theory of Stochastic Processes Fundamentals of Probability Stochastic Processes The Itô Integral Stochastic Differential Equations Part II. The Applications of Stochastic Processes Applications to Finance and Insurance Applications to Biology and Medicine Part III. Appendices Measure and Integration Convergence of Probability Measures on Metric Spaces Elliptic and Parabolic Operators D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations References