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

Vincenzo Capasso, David Bakstein




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 | #4622752 in Books |  Birkhäuser Boston |  2004-12-07 | Original language:English | PDF # 1 |  9.21 x.81 x6.14l,1.37 | File type: PDF | 354 pages

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|| |"This is an introductory text on continuous time stochastic processes and their applications to finance and biology. The first part of the book reviews basic probability and then covers the basic continuous time processes such as Brownian motion, point process

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 intere...

You can specify the type of files you want, for your device.An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine   |  Vincenzo Capasso, David Bakstein. Which are the reasons I like to read books. Great story by a great author.

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