An introduction to continuous-time stochastic processes [electronic resource] : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.
Capasso, Vincenzo, 1945- author.; Bakstein, David, 1975- author.
2015
QA274
Available Online

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Title An introduction to continuous-time stochastic processes [electronic resource] : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.
Author Capasso, Vincenzo, 1945- author.
Edition Third edition.
ISBN 9781493927579 electronic book
1493927574 electronic book
9781493927562
DOI https://doi.org/10.1007/978-1-4939-2757-9
Published New York, NY : Birkhäuser, 2015.
Language English
Description 1 online resource (xvi, 482 pages) : illustrations.
Item Number 10.1007/978-1-4939-2757-9 doi
Call Number QA274
Dewey Decimal Classification 519.2/3
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Source of Description Online resource; title from PDF title page (SpringerLink, viewed June 9, 2015).
Added Author Bakstein, David, 1975- author.
Series Modeling and simulation in science. engineering & technology.
Available in Other Form Print version: 9781493927562
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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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.

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