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

Capasso, Vincenzo; Bakstein, David

ISBN 10: 0817632344 / ISBN 13: 9780817632342

Edité par Birkhäuser Boston, 2004

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Détails bibliographiques

• Titre: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)
• Éditeur: Birkhäuser Boston
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 0817632344
• ISBN à 13 chiffres: 9780817632342
• Reliure: Couverture rigide
• État de l'article: Neuf

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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.