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

Capasso, Vincenzo; Bakstein, David

 
9781493927586: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine

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Sinossi

Part I: Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Itô Integral.- Stochastic Differential Equations.- Stability, Stationary, Ergodicity.- Part II: Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Measure and Integration.- Convergence of Probability Measures on Metric Spaces.- Appendices.

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9780817632342: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to finance, Biology, and Medicine

Edizione in evidenza

ISBN 10:  0817632344 ISBN 13:  9780817632342
Casa editrice: Birkhauser, 2004
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