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

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.

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Bibliographische Detailangaben
Hauptverfasser:	Capasso, Vincenzo, Bakstein, David
Format:	Buch
Sprache:	eng
Schlagworte:	Applications of Mathematics Mathematical and Computational Biology Mathematical and Computational Engineering Mathematical Modeling and Industrial Mathematics Mathematics Mathematics and Statistics Probabilities Probabilities & applied mathematics Probability Theory and Stochastic Processes Quantitative Finance Stochastic processes
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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.
ISSN:	2164-3679 2164-3725
DOI:	10.1007/978-0-8176-8346-7