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An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine

From reviews of First Edition: The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or...

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Bibliographic Details
Main Authors: Capasso, Vincenzo, Bakstein, David (Author)
Format: eBook
Language:English
Published: Boston, MA Birkhäuser 2012, 2012
Edition:2nd ed. 2012
Series:Modeling and Simulation in Science, Engineering and Technology
Subjects:
Mathematics In Business, Economics And Finance
Engineering Mathematics
Mathematical And Computational Biology
Probability Theory
Biomathematics
Social Sciences / Mathematics
Mathematical Modeling And Industrial Mathematics
Engineering / Data Processing
Applications Of Mathematics
Mathematics
Mathematical And Computational Engineering Applications
Probabilities
Mathematical Models
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Part I. The Theory of Stochastic Processes
  • Fundamentals of Probability
  • Stochastic Processes
  • The Itô Integral
  • Stochastic Differential Equations
  • Part II. The Applications of Stochastic Processes
  • Applications to Finance and Insurance
  • Applications to Biology and Medicine
  • Part III. Appendices
  • Measure and Integration
  • Convergence of Probability Measures on Metric Spaces
  • Elliptic and Parabolic Operators
  • D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations
  • References

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