The Resource An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein

Label
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
Title
An introduction to continuous-time stochastic processes
Title remainder
theory, models, and applications to finance, biology, and medicine
Statement of responsibility
Vincenzo Capasso, David Bakstein
Creator
Contributor
Subject
Language
eng
Summary
"This book is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods." "An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, physics, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference."--BOOK JACKET
Member of
Cataloging source
DLC
Dewey number
519.2/3
Illustrations
illustrations
Index
index present
LC call number
  • QA274
  • QA274
LC item number
  • .C36 2004
  • .C36 2005
Literary form
non fiction
Nature of contents
bibliography
Series statement
Modeling and simulation in science, engineering and technology
Label
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine, Vincenzo Capasso, David Bakstein
Publication
Bibliography note
Includes bibliographical references (p. [325]-330) and index
http://library.link/vocab/branchCode
  • net
Contents
1. Fundamentals of probability -- 2. Stochastic processes -- 3. The Ito integral -- 4. Stochastic differential equations -- 5. Applications to finance and insurance -- 6. Applications to biology and medicine -- App. A. Measure and integration -- App. B. Convergence of probability measures on metric spaces -- App. C. Maximum principles of elliptic and parabolic operators -- App. D. Stability of ordinary differential equations
Control code
000025164452
Dimensions
25 cm
Extent
xi, 343 p.
Isbn
9780817632342
Lccn
2003063634
Other physical details
ill.
http://library.link/vocab/recordID
.b24046358
System control number
  • (OCoLC)53846549
  • springer0817632344

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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