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...
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Autors principals: | Capasso, Vincenzo, Bakstein, David |
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Format: | Llibre |
Idioma: | English |
Publicat: |
Springer
2015
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Matèries: | |
Accés en línia: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57458 |
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Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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