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...
Kaydedildi:
Asıl Yazarlar: | Capasso, Vincenzo, Bakstein, David |
---|---|
Materyal Türü: | Kitap |
Dil: | English |
Baskı/Yayın Bilgisi: |
Springer
2015
|
Konular: | |
Online Erişim: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57458 |
Etiketler: |
Etiketle
Etiket eklenmemiş, İlk siz ekleyin!
|
Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
---|
Benzer Materyaller
-
Intermediate Physics for Medicine and Biology
Yazar:: Hobbie, Russell K
Baskı/Yayın Bilgisi: (2015) - A smoothing algorithm for estimating stochastic, continuous time model parameters and its application to a simple climate model /
-
An introduction to stochastic processes /
Yazar:: Kannan, D.
Baskı/Yayın Bilgisi: (1979) -
Introduction to stochastic processes
Yazar:: Vrbik, Jan
Baskı/Yayın Bilgisi: (2010) -
An introduction to stochastic modeling
Yazar:: Pinsky, Mark A, ve diğerleri
Baskı/Yayın Bilgisi: (2015)