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

Capasso, Bakstein

ISBN 10: 0817632344 / ISBN 13: 9780817632342

Edité par Birkhäuser Boston, 2004

A propos de cet article

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to finance, Biology, and Medicine |Capasso, Bakstein | Birkhaüser, 2005. In-8° cartonné, 342p. Couverture propre . Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet ouvrage. [Ba10+]. N° de réf. du vendeur O0-G0U3-0NQV

Détails bibliographiques

Titre : An Introduction to Continuous-Time ...

Éditeur : Birkhäuser Boston

Date d'édition : 2004

Reliure : Couverture rigide

Etat : Très bon

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.