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

An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine / by Vincenzo Capasso, David Bakstein.

This textbook, now in its third 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, the work features concrete examples of modeling r...

Full description

Saved in:
Bibliographic Details
Main Authors: Capasso, Vincenzo (Author), Bakstein, David (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2015.
Edition:3rd ed. 2015.
Series:Modeling and Simulation in Science, Engineering and Technology,
Springer eBook Collection.
Subjects:
Probabilities.
Mathematical models.
Economics, Mathematical .
Biomathematics.
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.

Similar Items

Similar Items