ENGLISH

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

By Vincenzo Capasso , David Bakstein (auth.)

Book information

Publisher
Birkhäuser Basel
Year
2012
ISBN
9780817683467, 0817683461
DOI
10.1007/978-0-8176-8346-7
Language
english
Format
PDF
Filesize
3 MB (3409980 bytes)
Series
Modeling and Simulation in Science, Engineering and Technology
Edition
2
Pages
434\439
Library
Kolxo3
Time added
2012-12-29 17:00:00
Probability Theory and Stochastic Processes; Mathe

Description

Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, 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.

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