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

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

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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
Published in:Springer eBooks
Main Authors: Capasso, Vincenzo (Author), Bakstein, David (Author)
Corporate Author: SpringerLink (Online service)
Format: 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:
mathematics.
Economics, Mathematical.
Mathematical models.
Probabilities.
Biomathematics.
Applied mathematics.
Engineering mathematics.
Mathematics.
Probability Theory and Stochastic Processes.
Mathematical Modeling and Industrial Mathematics.
Quantitative Finance.
Mathematical and Computational Biology.
Appl.Mathematics/Computational Methods of Engineering.
Online Access:http://dx.doi.org/10.1007/978-1-4939-2757-9
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http://dx.doi.org/10.1007/978-1-4939-2757-9
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