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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Hlavní autoři: Capasso, Vincenzo, Bakstein, David
Médium: Kniha
Jazyk:English
Vydáno: Springer 2015
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On-line přístup:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57458
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