An introduction to continuous-time stochastic processes theory, models, and applications to finance, biology, and medicine /
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-w...
| Main Author: | Capasso, Vincenzo, 1945- |
|---|---|
| Other Authors: | Bakstein, David, 1975-, SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Birkhäuser,
2021.
Cham : 2021. |
| Physical Description: |
1 online resource (574 pages). |
| Edition: | 4th ed. |
| Series: |
Modeling and simulation in science, engineering & technology.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |