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Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained 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, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.…mehr

Produktbeschreibung
Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained 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, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.


Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

  • Produktdetails
  • Verlag: Springer Basel AG
  • Seitenzahl: 434
  • Erscheinungstermin: 27. Juli 2012
  • Englisch
  • ISBN-13: 9780817683467
  • Artikelnr.: 37794182
Autorenporträt
Vincenzo Capasso is a Professor of Probability and Mathematical Statistics at the University of Milan.  His research interests include spatially structured stochastic processes, stochastic geometry, reaction-diffusion systems, and statistics of structured stochastic processes. David Bakstein is a professor at the University of Milan, in ADAMSS (Interdisciplinary Center for Advanced Applied Mathematical and Statistical Sciences).
Inhaltsangabe
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.
Rezensionen
"This is indeed a very well written book on stochastic processes and their numerous applications. ... The reader will definitely benefit from the exercises given at the end of each of the chapters. ... The book is strongly recommended to students following any graduate program in mathematics and mathematical modeling. University teachers can easily use this book as a possible reference book for special intermediate and advanced courses in stochastics and its applications." (Jordan M. Stoyanov, zbMATH 1333.60002, 2016)