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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Springer
2015
|
| Subjects: | |
| Online Access: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57458 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institutions: | Thư viện Trường Đại học Đà Lạt |
|---|