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An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.
| Author/creator | Capasso, V., 1945- |
| Other author | Bakstein, David, 1975- |
| Format | Electronic |
| Edition | Third edition. |
| Publication Info | Boston : Birkhäuser, [2015] |
| Description | xvi, 482 pages : illustrations ; 25 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2015 English International |
| Subjects |
| Series | Modeling and simulation in science, engineering and technology Modeling and simulation in science, engineering & technology. |
| Contents | Fundamentals of probability -- Stochastic processes -- The Itô integral -- Stochastic differential equations -- Stability, stationarity, ergodicity -- Applications to finance and insurance -- Applications to biology and medicine -- Measure and integration -- Convergence of probability measures on metric spaces -- Diffusion Approximation of a Langevin system -- Elliptic and parabolic operators -- Stability of ordinary differential equations. |
| Bibliography note | Includes bibliographical references (pages 457-467) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2015938721 |
| ISBN | 9781493927562 (alk. paper) |
| ISBN | 1493927566 (alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |