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

Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: "The book is ... an account of fundamental concepts as they appea...

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Bibliographic Details
Main Authors: Capasso, Vincenzo, Bakstein, David (Author)
Format: eBook
Language:English
Published: New York, NY Birkhäuser 2015, 2015
Edition:3rd ed. 2015
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
Mathematical And Computational Engineering Applications
Probabilities
Mathematical Models
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Part I: Theory of Stochastic Processes
  • Fundamentals of Probability
  • Stochastic Processes
  • The Itô Integral
  • Stochastic Differential Equations
  • Stability, Stationary, Ergodicity
  • Part II: Applications of Stochastic Processes
  • Applications to Finance and Insurance
  • Applications to Biology and Medicine
  • Measure and Integration
  • Convergence of Probability Measures on Metric Spaces
  • Appendices

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