| Description |
1 online resource (xi, 343 pages) : illustrations |
| Series |
Modeling and simulation in science, engineering and technology |
|
Modeling and simulation in science, engineering & technology.
|
| Contents |
Fundamentals of probability -- Stochastic processes -- The Itô integral -- Stochastic differential equations -- Applications to finance and insurance -- Applications to biology and medicine -- Measure and integration -- Convergence of probability measures on metric spaces -- Maximum principles of elliptic and parabolic operators -- Stability of ordinary differential equations |
| Summary |
"This book is an 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, finance, and insurance using stochastic methods." "An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, physics, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference."--Jacket |
| Bibliography |
Includes bibliographical references (pages 325-330) and index |
| Notes |
English |
| In |
Springer eBooks |
| Subject |
Stochastic processes.
|
|
Mathematical models.
|
|
Stochastic Processes
|
|
Models, Theoretical
|
|
Time Factors
|
|
mathematical models.
|
|
Procesos estocásticos
|
|
Modelos matemáticos
|
|
Mathematical models
|
|
Stochastic processes
|
| Form |
Electronic book
|
| Author |
Bakstein, David, 1975-
|
| LC no. |
2003063634 |
| ISBN |
0817632344 |
|
9780817632342 |
|
9780817644284 |
|
0817644288 |
|
1281335622 |
|
9781281335623 |
|
