An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
Author:   Vincenzo Capasso ,  David Bakstein
Publisher:   Birkhauser Boston Inc
Edition:   Softcover reprint of the original 3rd ed. 2015
ISBN:  

9781493938360


Pages:   482
Publication Date:   09 October 2016
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine


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Full Product Details

Author:   Vincenzo Capasso ,  David Bakstein
Publisher:   Birkhauser Boston Inc
Imprint:   Birkhauser Boston Inc
Edition:   Softcover reprint of the original 3rd ed. 2015
Dimensions:   Width: 15.50cm , Height: 2.60cm , Length: 23.50cm
Weight:   7.489kg
ISBN:  

9781493938360


ISBN 10:   1493938363
Pages:   482
Publication Date:   09 October 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of 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.

Reviews

“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)


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)


Author Information

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).

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