An introduction to continuous-time stochastic processes :
Capasso, Vincenzo,
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein. - 3rd ed. 2015. - xvi, 482 páginas : 14 ilustraciones - Modeling and Simulation in Science, Engineering and Technology, 2164-3679 .
Springer eBooks
Part I: Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Stability, Stationary, Ergodicity -- Part II: Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Appendices.
9781493927579
QA273.A1-274.9
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein. - 3rd ed. 2015. - xvi, 482 páginas : 14 ilustraciones - Modeling and Simulation in Science, Engineering and Technology, 2164-3679 .
Springer eBooks
Part I: Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Stability, Stationary, Ergodicity -- Part II: Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Appendices.
9781493927579
QA273.A1-274.9