An Introduction to Continuous-Time Stochastic Processes

Theory, Models, and Applications to Finance, Biology, and Medicine

Autori

• David Bakstein
• Vincenzo Capasso

Parametri

• 500 pagine
• 18 ore di lettura

• Economia e affari
• Matematica
• Natura
• Natura, animali

Maggiori informazioni sul libro

Focusing on continuous-time stochastic processes, this textbook provides a comprehensive introduction to stochastic integrals and differential equations. It effectively merges theory with practical applications across various fields, including biology, finance, and engineering. The third edition introduces new topics such as infinitely divisible distributions and fractional Brownian motion, along with additional exercises. Designed for both students and professionals, it serves as a valuable resource for courses and self-study, requiring only a basic understanding of calculus and analysis.

Lingua: Inglese

Pubblicato: 2016

(In brossura)