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

Vincenzo Capasso and David Bakstein
Publisher: 
Birkäuser
Publication Date: 
2005
Number of Pages: 
343
Format: 
Hardcover
Series: 
Modeling and Simulation in Science, Engineering and Technology
Price: 
79.95
ISBN: 
0-8176-3234-4
Category: 
Monograph
We do not plan to review this book.
Preface.- Part I: The Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Ito Integral.- Stochastic Differential Equations.- Part II: The Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Part III: Appendices.- A. Measure and Integration.- B. Convergence of Probability Measures on Metric Spaces.- C. Maximum Principles of Elliptic and Parabolic Operators.- D. Stability of Ordinary Differential Equations.- References .- Nomenclature.- Index.

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