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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, Vincenzo, 1945- |
| Other author | Bakstein, David, 1975- |
| Format | Electronic |
| Edition | 2nd ed. |
| Publication Info | New York : Birkhäuser, |
| Description | xiii, 434 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2012 English International |
| Supplemental Content | Full text available from Springer Books |
| Subjects |
| Series | Modeling and simulation in science, engineering and technology, 2164-3679 Modeling and simulation in science, engineering & technology. ^A417529 |
| Contents | Part 1. The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Part 2. Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine. |
| Bibliography note | Includes bibliographical references (p. 411-419) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2012940732 |
| ISBN | 9780817683450 (alk. paper) |
| ISBN | 0817683453 (alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |