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

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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Capasso, Vincenzo (Auteur), Bakstein, David (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2005.
Édition:1st ed. 2005.
Collection:Modeling and Simulation in Science, Engineering and Technology,
Sujets:
Mathematics.
Probabilities.
Mathematical models.
Biomathematics.
Social sciences > Mathematics.
Engineering mathematics.
Engineering > Data processing.
Applications of Mathematics.
Probability Theory.
Mathematical Modeling and Industrial Mathematics.
Mathematical and Computational Biology.
Mathematics in Business, Economics and Finance.
Mathematical and Computational Engineering Applications.
Accès en ligne:Texto Completo
Table des matières:
  • 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.

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