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

Valutazione media 0
( su 0 valutazioni fornite da Goodreads )
 
9780817683450: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

From the Back Cover:

From reviews of First Edition:

The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications.Zentralblatt MATH

This is an introductory text on continuous time stochastic processes and their applications to finance and biology. ... The book will be useful for applied mathematicians who are not probabilists to get a quick flavour of the techniques of stochastic calculus, and for professional probabilists to get a quick flavour of the applications. Mathematical Reviews

Revised and enhanced, this concisely written second edition of An Introduction to Continuous-Time Stochastic Processes is 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 processes is required.

Key topics include:

* Markov processes
* Stochastic differential equations
* Arbitrage-free markets and financial derivatives
* Insurance risk
* Population dynamics
* Agent-based models

New to the Second Edition:

* Improved presentation of original concepts
* Expanded background on probability theory
* Substantial material applicable to finance and biology, including stable laws, Lévy processes, and Itô-Lévy calculus
* Supplemental appendix to provide basic facts on semigroups of linear operators

An Introduction to Continuous-Time Stochastic Processes, Second Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided.

About the Author:

Vincenzo Capasso is a Professor of Probability and Mathematical Statistics at the University of Milan.  His research interests include spatially structured stochastic processes, stochastic geometry, reaction-diffusion systems, and statistics of structured stochastic processes. David Bakstein is a professor at the University of Milan, in ADAMSS (Interdisciplinary Center for Advanced Applied Mathematical and Statistical Sciences).

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Capasso, Vincenzo, Bakstein, David
Editore: Birkhäuser (2012)
ISBN 10: 0817683453 ISBN 13: 9780817683450
Nuovi Rilegato Quantità: 2
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Birkhäuser, 2012. Hardcover. Condizione libro: New. Codice libro della libreria P110817683453

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 107,87
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,57
In U.S.A.
Destinazione, tempi e costi

2.

Capasso, Vincenzo, Bakstein, David
Editore: Birkhäuser (2012)
ISBN 10: 0817683453 ISBN 13: 9780817683450
Nuovi Quantità: 1
Da
Nearfine Books
(Brooklyn, NY, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Birkhäuser, 2012. Condizione libro: new. Shiny and new! Expect delivery in 2-3 weeks. Codice libro della libreria 9780817683450-1

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 159,21
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,44
In U.S.A.
Destinazione, tempi e costi

3.

Vincenzo Capasso; David Bakstein
Editore: Birkhäuser (2012)
ISBN 10: 0817683453 ISBN 13: 9780817683450
Nuovi Rilegato Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Birkhäuser, 2012. Hardcover. Condizione libro: New. book. Codice libro della libreria 0817683453

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 198,50
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

4.

Vincenzo Capasso; David Bakstein
Editore: Birkhäuser (2012)
ISBN 10: 0817683453 ISBN 13: 9780817683450
Nuovi Rilegato Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Birkhäuser, 2012. Hardcover. Condizione libro: New. book. Codice libro della libreria 817683453

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 198,50
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

5.

Capasso, Vincenzo/ Bakstein, David
Editore: Birkhauser (2012)
ISBN 10: 0817683453 ISBN 13: 9780817683450
Nuovi Rilegato Quantità: 1
Da
Revaluation Books
(Exeter, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Birkhauser, 2012. Hardcover. Condizione libro: Brand New. 2nd edition. 434 pages. 9.00x6.25x1.00 inches. In Stock. Codice libro della libreria 0817683453

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 201,54
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,71
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi