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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Capasso, Vincenzo, Bakstein, David
Format: Buch
Sprache:English
Veröffentlicht: Springer 2015
Schlagworte:
Online Zugang:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57458
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt

Ähnliche Einträge