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An Introduction to Continuous-Time Stochastic Processes

Theory, Models, and Applications to Finance, Biology, and Medicine

Viac o knihe

Focusing on continuous-time stochastic processes, this textbook provides a comprehensive introduction to the theory and applications of stochastic integrals and differential equations. It includes concrete examples from diverse fields such as biology, medicine, finance, and insurance, demonstrating the versatility of stochastic methods. The fourth edition is designed for readers without prior knowledge of the subject, emphasizing a balanced approach between theoretical foundations and practical applications across various disciplines.

Vydanie

Nákup knihy

An Introduction to Continuous-Time Stochastic Processes, Vincenzo Capasso, David Bakstein

Jazyk
Rok vydania
2021
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Podtitul
Theory, Models, and Applications to Finance, Biology, and Medicine
Jazyk
anglicky
Rok vydania
2021
Väzba
pevná
Počet strán
584
ISBN13
9783030696528
Série
Anotácia
Focusing on continuous-time stochastic processes, this textbook provides a comprehensive introduction to the theory and applications of stochastic integrals and differential equations. It includes concrete examples from diverse fields such as biology, medicine, finance, and insurance, demonstrating the versatility of stochastic methods. The fourth edition is designed for readers without prior knowledge of the subject, emphasizing a balanced approach between theoretical foundations and practical applications across various disciplines.