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

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From reviews of First Edition: The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or...

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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, 2012.
Édition:2nd ed. 2012.
Collection:Modeling and Simulation in Science, Engineering and Technology,
Sujets:
Probabilities.
Mathematical models.
Social sciences > Mathematics.
Biomathematics.
Mathematics.
Engineering mathematics.
Engineering > Data processing.
Probability Theory.
Mathematical Modeling and Industrial Mathematics.
Mathematics in Business, Economics and Finance.
Mathematical and Computational Biology.
Applications of Mathematics.
Mathematical and Computational Engineering Applications.
Accès en ligne:Texto Completo
Table des matières:
  • Part I. The Theory of Stochastic Processes
  • Fundamentals of Probability
  • Stochastic Processes
  • The Itô Integral
  • Stochastic Differential Equations
  • Part II. The Applications of Stochastic Processes
  • Applications to Finance and Insurance
  • Applications to Biology and Medicine
  • Part III. Appendices
  • Measure and Integration
  • Convergence of Probability Measures on Metric Spaces
  • Elliptic and Parabolic Operators
  • D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations
  • References.

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