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Other titles in the Modeling and Simulation in Science, Engineering and Technolo series:

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technolo)

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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technolo) Cover

 

Synopses & Reviews

Publisher Comments:

Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained 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, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.

Synopsis:

Here is a self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and application, the book offers examples of real-world modeling from biology, medicine, industry, finance and insurance using stochastic methods.

Synopsis:

From reviews

Table of Contents

Part I. The Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Itô Integral.- Stochastic Differential Equations.- Part II. The Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Part III. Appendices.- Measure and Integration.- Convergence of Probability Measures on Metric Spaces.- Elliptic and Parabolic Operators.- D Semigroups and Linear Operators.-

Product Details

ISBN:
9780817683450
Author:
Capasso, Vincenzo
Publisher:
Birkhauser
Author:
Bakstein, David
Subject:
Statistics
Subject:
Brownian Motion
Subject:
Ito integral
Subject:
Levy process
Subject:
Markov process
Subject:
Differential Equations
Subject:
martingale
Subject:
Point Process
Subject:
Population dynamics.
Subject:
risk analysis
Subject:
Stochastic processes
Subject:
Probability Theory and Stochastic Processes
Subject:
Mathematical Modeling and Industrial Mathematics
Subject:
Quantitative Finance
Subject:
Mathematical and Computational Biology
Subject:
APPLICATIONS OF MATHEMATICS
Subject:
Appl.Mathematics/Computational Methods of Engineering
Subject:
Mathematics-Applied
Copyright:
Edition Description:
2nd ed. 2012
Series:
Modeling and Simulation in Science, Engineering and Technology
Publication Date:
20120831
Binding:
HARDCOVER
Language:
English
Pages:
447
Dimensions:
235 x 155 mm

Related Subjects


Reference » Science Reference » Technology
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Modeling
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technolo) New Hardcover
0 stars - 0 reviews
$140.25 In Stock
Product details 447 pages Birkh User - English 9780817683450 Reviews:
"Synopsis" by , Here is a self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and application, the book offers examples of real-world modeling from biology, medicine, industry, finance and insurance using stochastic methods.
"Synopsis" by , From reviews
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