An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine /: theory, models, and applications to finance, biology, and medicine. (2015)

• Record Type: Book
• Further Information: Note: Vincenzo Capasso, David Bakstein.
• Authors: Capasso, Vincenzo, 1945-; Bakstein, David, 1975-
• Contents: Part I: Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Stability, Stationary, Ergodicity -- Part II: Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Appendices.
• Publisher Details: New York, NY : Birkhäuser
• Publication Date: 2015
• Extent: 1 online resource (xvi, 482 pages), illustrations
• Subjects: 519.2/3; Mathematics; Stochastic processes; Stochastic processes -- Mathematical models; Mathematics; Stochastic Processes; Stochastic processes; Stochastic processes -- Mathematical models; Mathematics -- Applied; Mathematical modelling; Finance & accounting; Maths for scientists; Maths for engineers; Distribution (Probability theory); Finance; Engineering mathematics; Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9781493927579; 1493927574; 1493927566; 9781493927562
• Related ISBNs: 9781493927562
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed June 9, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.