An Introduction to Continuous-Time Stochastic Processes
Theory, Models, and Applications to Finance, Biology, and Medicine
Nonfiction, Science & Nature, Mathematics, Applied, Statistics
| Author: | David Bakstein, Vincenzo Capasso | ISBN: | 9780817683467 |
| Publisher: | Birkhäuser Boston | Publication: | July 27, 2012 |
| Imprint: | Birkhäuser | Language: | English |
| Author: | David Bakstein, Vincenzo Capasso |
| ISBN: | 9780817683467 |
| Publisher: | Birkhäuser Boston |
| Publication: | July 27, 2012 |
| Imprint: | Birkhäuser |
| Language: | English |
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.
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.
