An Introduction to Continuous-Time Stochastic Processes

Theory, Models, and Applications to Finance, Biology, and Medicine

Nonfiction, Science & Nature, Mathematics, Applied, Statistics
Cover of the book An Introduction to Continuous-Time Stochastic Processes by David Bakstein, Vincenzo Capasso, Birkhäuser Boston
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Author: David Bakstein, Vincenzo Capasso ISBN: 9780817683467
Publisher: Birkhäuser Boston Publication: July 27, 2012
Imprint: Birkhäuser Language: English
Author: David Bakstein, Vincenzo Capasso
ISBN: 9780817683467
Publisher: Birkhäuser Boston
Publication: July 27, 2012
Imprint: Birkhäuser
Language: English

Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained 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, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.

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Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained 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, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.

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