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

Capasso, Vincenzo; Bakstein, David

 
9781493927586: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
Softcover
ISBN 10: 1493927582 ISBN 13: 9781493927586
Publisher: Birkhäuser, 2015

This specific ISBN edition is currently not available.

Synopsis

Part I: Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Itô Integral.- Stochastic Differential Equations.- Stability, Stationary, Ergodicity.- Part II: Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Measure and Integration.- Convergence of Probability Measures on Metric Spaces.- Appendices.

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Publisher
Birkhäuser
Publication date
2015
Language
English
ISBN 10 
1493927582
ISBN 13 
9781493927586
Binding
Paperback
Number of pages
500

Other Popular Editions of the Same Title

9780817632342: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)

Featured Edition

ISBN 10:  0817632344 ISBN 13:  9780817632342
Publisher: Birkhäuser Boston, 2004
Hardcover