Theory, Models, and Applications to Finance, Biology, and Medicine
by
Vincenzo Capasso, David Bakstein
Language: English
Release Date: May 29, 2015
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling...