An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.
"This book is an 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, finance, and insurance using stochastic methods." "An Introduction to...
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| Format: | eBook |
| Language: | English |
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Boston :
Birkhäuser,
©2005.
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| Series: | Modeling and simulation in science, engineering & technology.
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| Subjects: |
MARC
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| 100 | 1 | |a Capasso, V. |q (Vincenzo), |d 1945- | |
| 245 | 1 | 3 | |a An introduction to continuous-time stochastic processes : |b theory, models, and applications to finance, biology, and medicine / |c Vincenzo Capasso, David Bakstein. |
| 260 | |a Boston : |b Birkhäuser, |c ©2005. | ||
| 300 | |a 1 online resource (xi, 343 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent. | ||
| 337 | |a computer |b c |2 rdamedia. | ||
| 338 | |a online resource |b cr |2 rdacarrier. | ||
| 490 | 1 | |a Modeling and simulation in science, engineering and technology. | |
| 504 | |a Includes bibliographical references (pages 325-330) and index. | ||
| 505 | 0 | |a Fundamentals of probability -- Stochastic processes -- The Itô integral -- Stochastic differential equations -- Applications to finance and insurance -- Applications to biology and medicine -- Measure and integration -- Convergence of probability measures on metric spaces -- Maximum principles of elliptic and parabolic operators -- Stability of ordinary differential equations. | |
| 520 | 1 | |a "This book is an 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, finance, and insurance using stochastic methods." "An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, physics, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference."--Jacket. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519. | |
| 700 | 1 | |a Bakstein, David, |d 1975- | |
| 776 | 0 | 8 | |i Print version: |a Capasso, V. (Vincenzo), 1945- |t Introduction to continuous-time stochastic processes. |d Boston : Birkhäuser, ©2005 |w (DLC) 2003063634 |w (OCoLC)53846549. |
| 830 | 0 | |a Modeling and simulation in science, engineering & technology. | |
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