Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Vincenzo Capasso is a Professor of Probability and Mathematical Statistics at the University of Milan, an elected member of the International Statistics Institute, a Fellow of The Institute of Mathematics and its Applications - UK, Past President of ECMI (the European Consortium for Mathematics in Industry), and Past President of ESMTB (European Society for Mathematical and Theoretical Biology).
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-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di?erent ?elds.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
EUR 17,48 per la spedizione da U.S.A. a Italia
Destinazione, tempi e costiGRATIS per la spedizione da U.S.A. a Italia
Destinazione, tempi e costiDa: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-260238
Quantità: 6 disponibili
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-11895
Quantità: 2 disponibili
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-260239
Quantità: 1 disponibili
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-45792
Quantità: 1 disponibili
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-260240
Quantità: 3 disponibili
Da: moluna, Greven, Germania
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 fe. Codice articolo 601556825
Quantità: Più di 20 disponibili
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 560 4th ed. 2021 edition NO-PA16APR2015-KAP. Codice articolo 26394680329
Quantità: 4 disponibili
Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. 560. Codice articolo 401729494
Quantità: 4 disponibili
Da: Biblios, Frankfurt am main, HESSE, Germania
Condizione: New. pp. 560. Codice articolo 18394680323
Quantità: 4 disponibili
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Taschenbuch. Condizione: Neu. Neuware -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-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di erent fields.Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di erential equations.An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. 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. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book. 584 pp. Englisch. Codice articolo 9783030696559
Quantità: 1 disponibili