An introduction to continuous-time stochastic processes [electronic resource] : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.
This textbook, now in its fourth 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, it features concrete examples of modeling real-w...
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| Online Access: |
Full Text (via Springer) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Birkhäuser,
2021.
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| Edition: | 4th ed. |
| Series: | Modeling and simulation in science, engineering & technology.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
QA274
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| QA274 | Available |