An Introduction to Continuous-Time Stochastic Processes
An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine by Vincenzo Capasso
English | Dec. 7, 2004 | ISBN: 0817632344 | 347Pages | PDF | 2 MB
English | Dec. 7, 2004 | ISBN: 0817632344 | 347Pages | PDF | 2 MB
This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.