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...

Descripció completa

Guardat en:
Dades bibliogràfiques
Autors principals: Capasso, Vincenzo, Bakstein, David
Format: Llibre
Idioma:English
Publicat: Springer 2015
Matèries:
Accés en línia:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57458
Etiquetes: Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt

Ítems similars