๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

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

โœ Scribed by Vincenzo Capasso, David Bakstein

Publisher
Birkhรคuser Boston
Year
2004
Tongue
English
Leaves
347
Edition
1
Category
Library
โฌ‡  Acquire This Volume

No coin nor oath required. For personal study only.

โœฆ Synopsis

"This book is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, physics, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference.

โœฆ Table of Contents

front-matter......Page 1
front-mattera......Page 12
01Fundamentals of Probability......Page 13
02Stochastic Processes......Page 61
03The Itรด Integral......Page 137
04Stochastic Differential Equations......Page 170
front-matterb......Page 218
05Applications to Finance and Insurance......Page 219
06Applications to Biology and Medicine......Page 247
back-matter......Page 288

๐Ÿ“œ SIMILAR VOLUMES

An Introduction to Continuous-Time Stoch
๐Ÿ“ An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
โœ Vincenzo Capasso, David Bakstein (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2012 ๐Ÿ› Birkhรคuser Basel ๐ŸŒ English

<p><p>Expanding on the first edition of <i>An Introduction to Continuous-Time Stochastic Processes</i>, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete ex

An Introduction to Continuous-Time Stoch
๐Ÿ“ An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
โœ Vincenzo Capasso, David Bakstein (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2012 ๐Ÿ› Birkhรคuser Basel ๐ŸŒ English

<p><p>Expanding on the first edition of <i>An Introduction to Continuous-Time Stochastic Processes</i>, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete ex

An Introduction to Continuous-Time Stoch
๐Ÿ“ An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
โœ Vincenzo Capasso, David Bakstein (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2005 ๐Ÿ› Birkhรคuser Boston ๐ŸŒ English

<P>This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and

An Introduction to Continuous-Time Stoch
๐Ÿ“ An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
โœ Vincenzo Capasso, David Bakstein (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2015 ๐Ÿ› Birkhรคuser Basel ๐ŸŒ English

<p>This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modelin