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An Introduction To Continuous-Time Stochastic Processes Theory Models And Applications To Finance Biology And Medicine 2005 Edition at Meripustak

An Introduction To Continuous-Time Stochastic Processes Theory Models And Applications To Finance Biology And Medicine 2005 Edition

Books from same Author: Vincenzo Capasso David Bakstein

Books from same Publisher: BIRKHAUSER

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    • General Information  
    Author(s)Vincenzo Capasso David Bakstein
    PublisherBIRKHAUSER
    ISBN9780817632342
    Pages360
    BindingHardback
    LanguageEnglish
    Publish YearJanuary 2005

    Description

    BIRKHAUSER An Introduction To Continuous-Time Stochastic Processes Theory Models And Applications To Finance Biology And Medicine 2005 Edition by Vincenzo Capasso David Bakstein

    This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications the authors use stochastic methods and concrete examples to model real-world problems from engineering biomathematics biotechnology and finance. Suitable as a textbook for graduate or advanced undergraduate courses the work may also be used for self-study or as a reference. The book will be of interest to students pure and applied mathematicians and researchers or practitioners in mathematical finance biomathematics physics and engineering. Table of contents : Preface Part I. The Theory of Stochastic Processes Fundamentals of Probability Stochastic Processes The Ito Integral Stochastic Differential Equations Part II. The Applications of Stochastic Processes Applications to Finance and Insurance Applications to Biology and Medicine Part III. Appendices A. Measure and Integration B. Convergence of Probability Measures on Metric Spaces C. Maximum Principles of Elliptic and Parabolic Operators D. Stability of Ordinary Differential Equations References