An Introduction to Continuous-Time Stochastic Processes [electronic resource] Theory, Models, and Applications to Finance, Biology, and Medicine / by Vincenzo Capasso, David Bakstein.
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-w...
Saved in:
| Main Authors: | |
|---|---|
| Corporate Author: | |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Birkhäuser,
2021.
|
| Edition: | 4th ed. 2021. |
| Series: | Modeling and Simulation in Science, Engineering and Technology, 2164-3725
|
| Subjects: | |
| Online Access: | |
| Variant Title: |
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine |
| Format: | Electronic eBook |