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

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 modeling r...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Capasso, Vincenzo (Autor), Bakstein, David (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Birkhäuser, 2015.
Edición:3rd ed. 2015.
Colección:Modeling and Simulation in Science, Engineering and Technology,
Temas:
Acceso en línea:Texto Completo