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Item Details
Title: AN INTRODUCTION TO CONTINUOUS-TIME STOCHASTIC PROCESSES
THEORY, MODELS, AND APPLICATIONS TO FINANCE, BIOLOGY, AND MEDICINE
By: Vincenzo Capasso, David Bakstein
Format: Hardback

List price: £85.50


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ISBN 10: 0817683453
ISBN 13: 9780817683450
Publisher: BIRKHAUSER BOSTON INC
Pub. date: 27 July, 2012
Edition: 2nd Revised edition
Series: Modeling and Simulation in Science, Engineering and Technology
Pages: 434
Description: Here is a self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and application, the book offers examples of real-world modeling from biology, medicine, industry, finance and insurance using stochastic methods.
Synopsis: 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.
Illustrations: 14 black & white illustrations, 4 black & white tables, biography
Publication: US
Imprint: Birkhauser Boston Inc
Returns: Non-returnable
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