An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine

by Vincenzo Capasso, David Bakstein, David Bakstein Vincenzo Capasso

Book Overview

This textbook, now in its third 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, 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...

• Format: Hardcover
• Language: English
• ISBN: 1493927566
• ISBN13: 9781493927562
• Release Date: January 2015
• Publisher: Birkhauser
• Length: 482 Pages
• Weight: 1.92 lbs.
• Dimensions: 1.1" x 6.1" x 9.2"