An introduction to continuous-time stochastic processes [electronic resource] : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.
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| Online Access: |
Full Text (via Springer) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boston :
Birkhäuser,
©2012.
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| Edition: | 2nd ed. |
| Series: | Modeling and simulation in science, engineering & technology.
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| Subjects: |
Table of Contents:
- Part 1. The Theory of Stochastic Processes
- Fundamentals of Probability
- Stochastic Processes
- The Itô Integral
- Stochastic Differential Equations
- Part 2. Applications of Stochastic Processes
- Applications to Finance and Insurance
- Applications to Biology and Medicine.