An Introduction to Continuous-Time Stochastic Processes

V Capasso Vincenzo Capasso

ISBN 10: 0817632344 / ISBN 13: 9780817632342

Edité par Springer, 2004

A propos de cet article

pp. xi + 343 1st Edition.

N° de réf. du vendeur 26300653

Détails bibliographiques

• Titre: An Introduction to Continuous-Time Stochastic Processes
• Éditeur: Springer
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 0817632344
• ISBN à 13 chiffres: 9780817632342
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

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.