An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.
Tipo de material:
TextoSeries Modeling and Simulation in Science, Engineering and TechnologyEditor: New York, NY : Springer New York : Imprint: Birkhäuser, 2015Edición: 3rd ed. 2015Descripción: xvi, 482 páginas : 14 ilustracionesTipo de contenido: - texto
- computadora
- recurso en línea
- 9781493927579
- QA273.A1-274.9
Contenidos:
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.
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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.
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