An Introduction to Continuous Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
Vincenzo Capasso, David Bakstein
"This book is an 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, finance, and insurance using stochastic methods. 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, physics, 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.
Catégories:
Année:
2004
Edition:
1
Editeur::
Birkhäuser Boston
Langue:
english
Pages:
347
ISBN 10:
0817632344
ISBN 13:
9780817632342
Fichier:
PDF, 2.98 MB
IPFS:
,
english, 2004