An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)

By Vincenzo Capasso, David Bakstein, David Bakstein Vincenzo Capasso

Book Overview

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0817683453
• ISBN13: 9780817683450
• Release Date: July 2012
• Publisher: Birkhäuser
• Length: 434 Pages
• Weight: 1.70 lbs.
• Dimensions: 9.0" x 1.0" x 6.3"