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

Capasso, Vincenzo; Bakstein, David

 
9780817632342: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to finance, Biology, and Medicine
Couverture rigide
ISBN 10 : 0817632344 ISBN 13 : 9780817632342
Editeur : Birkhauser Boston Inc, 2004

Synopsis

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Birkhauser Boston Inc
Date d'édition
2004
Langue
anglais
ISBN 10 
0817632344
ISBN 13 
9780817632342
Reliure
Relié
Numéro d'édition
2
Nombre de pages
360
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781493927586: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine

Edition présentée

ISBN 10 :  1493927582 ISBN 13 :  9781493927586
Editeur : Birkhäuser, 2015
Couverture souple