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

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 r...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Principais autores: Capasso, Vincenzo, Bakstein, David
Formato: Livro
Idioma:English
Publicado em: Springer 2015
Assuntos:
Acesso em linha:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57458
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt