Vincenzo Capasso, David Bakstein

eBook, PDF

An Introduction to Continuous-Time Stochastic Processes (eBook, PDF)

Theory, Models, and Applications to Finance, Biology, and Medicine

Beschreibung

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 3.14MB

Barrierefreiheit

• Text-to-Speech

Autor

Vincenzo Capasso is a Professor of Probability and Mathematical Statistics at the University of Milan, an elected  member of the International Statistics Institute, a Fellow of The Institute of Mathematics and its Applications - UK, Past President of ECMI (the European Consortium for  Mathematics in Industry), and Past President of ESMTB (European Society for Mathematical and Theoretical Biology). David Bakstein has been working in the financial industry for close to 25 years, many of those dedicated to applied mathematical models. He originally studied and taught at both the LSE and University of Oxford (OCIAM & Lady Margaret Hall).

Produktdetails

• Verlag: Birkhäuser Boston
• Seitenzahl: 344
• Erscheinungstermin: 3. Januar 2008
• Englisch
• ISBN-13: 9780817644284
• Artikelnr.: 43729854

Rezensionen

"Exercises are provided at the end of each chapter; the difficulty ranges from basic applications to more advanced ideas ... . Overall this book is a nice way to get into the basics of stochastic processes for someone working in a different field. It is quite reasonable that this could serve as either a main textbook or secondary reference for a graduate course. Sufficient details on each topic are provided by the authors, which makes this possible." (Eric Stachura, MAA Reviews, January 30, 2022)