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An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine /
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 ins...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boston, MA :
Birkhäuser Boston : Imprint: Birkhäuser,
2005.
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| Edición: | 1st ed. 2005. |
| Colección: | Modeling and Simulation in Science, Engineering and Technology,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
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| 001 | 978-0-8176-4428-4 | ||
| 003 | DE-He213 | ||
| 005 | 20230810141024.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 100301s2005 xxu| s |||| 0|eng d | ||
| 020 | |a 9780817644284 |9 978-0-8176-4428-4 | ||
| 024 | 7 | |a 10.1007/b138900 |2 doi | |
| 050 | 4 | |a T57-57.97 | |
| 072 | 7 | |a PBW |2 bicssc | |
| 072 | 7 | |a MAT003000 |2 bisacsh | |
| 072 | 7 | |a PBW |2 thema | |
| 082 | 0 | 4 | |a 519 |2 23 |
| 100 | 1 | |a Capasso, Vincenzo. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 3 | |a An Introduction to Continuous-Time Stochastic Processes |h [electronic resource] : |b Theory, Models, and Applications to Finance, Biology, and Medicine / |c by Vincenzo Capasso, David Bakstein. |
| 250 | |a 1st ed. 2005. | ||
| 264 | 1 | |a Boston, MA : |b Birkhäuser Boston : |b Imprint: Birkhäuser, |c 2005. | |
| 300 | |a XIV, 344 p. 13 illus. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Modeling and Simulation in Science, Engineering and Technology, |x 2164-3725 | |
| 505 | 0 | |a The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine. | |
| 520 | |a 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 insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance 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, 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. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. | ||
| 650 | 0 | |a Mathematics. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Mathematical models. | |
| 650 | 0 | |a Biomathematics. | |
| 650 | 0 | |a Social sciences |x Mathematics. | |
| 650 | 0 | |a Engineering mathematics. | |
| 650 | 0 | |a Engineering |x Data processing. | |
| 650 | 1 | 4 | |a Applications of Mathematics. |
| 650 | 2 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Mathematical Modeling and Industrial Mathematics. |
| 650 | 2 | 4 | |a Mathematical and Computational Biology. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Mathematical and Computational Engineering Applications. |
| 700 | 1 | |a Bakstein, David. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9780817670375 |
| 776 | 0 | 8 | |i Printed edition: |z 9780817632342 |
| 830 | 0 | |a Modeling and Simulation in Science, Engineering and Technology, |x 2164-3725 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/b138900 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||