An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine
The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Birkhäuser
2021, 2021
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| Edition: | 4th ed. 2021 |
| Series: | Modeling and Simulation in Science, Engineering and Technology
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Foreword
- Preface to the Fourth Edition
- Preface to the Third Edition
- Preface to the Second Edition
- Preface
- 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
- Diffusion Approximation of a Langevin System
- Elliptic and Parabolic Equations
- Semigroups of Linear Operators
- Stability of Ordinary Differential Equations
- References
- Nomenclature
- Index