Artículos relacionados a An Introduction to Continuous-Time Stochastic Processes:...
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology) - Tapa blanda
Sinopsis
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-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across different fields.
Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic differential equations.
An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del 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).
De la contraportada
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-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di?erent ?elds.
Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di?erential equations.
An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialBirkhäuser
- Año de publicación2022
- ISBN 10 3030696553
- ISBN 13 9783030696559
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de edición4
- Número de páginas584
- Contacto del fabricanteno disponible
EUR 70,92
EUR 17,50 gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envíoComprar nuevo
Ver este artículo
EUR 51,73
GRATIS gastos de envío desde Estados Unidos de America a España
Destinos, gastos y plazos de envío
Resultados de la búsqueda para An Introduction to Continuous-Time Stochastic Processes:...
Imagen de archivo
INTRODUCTION TO CONTINUOUS-TIME STOCHASTIC PROCESSES
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABNR-11895
Cantidad disponible: 2 disponibles
Imagen de archivo
An Introduction to Continuous-Time Stochastic Processes
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Nº de ref. del artículo: ABNR-45792
Cantidad disponible: 1 disponibles
Imagen de archivo
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)
Librería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. pp. 560. Nº de ref. del artículo: 401729494
Cantidad disponible: 4 disponibles
Imagen de archivo
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. pp. 560 4th ed. 2021 edition NO-PA16APR2015-KAP. Nº de ref. del artículo: 26394680329
Cantidad disponible: 4 disponibles
Imagen del vendedor
An Introduction to Continuous-Time Stochastic Processes
Publicado por
Springer International Publishing Jun 2022, 2022
ISBN 10: 3030696553
ISBN 13: 9783030696559
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware -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-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di erent fields.Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di erential equations.An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book. 584 pp. Englisch. Nº de ref. del artículo: 9783030696559
Cantidad disponible: 1 disponibles
Imagen del vendedor
An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
Publicado por
Springer International Publishing, Springer International Publishing, 2022
ISBN 10: 3030696553
ISBN 13: 9783030696559
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di erent fields.Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di erential equations.An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularlythe applications explored in the second half of the book. Nº de ref. del artículo: 9783030696559
Cantidad disponible: 1 disponibles
Imagen del vendedor
An Introduction to Continuous-Time Stochastic Processes
Publicado por
Springer, Berlin|Springer International Publishing|Birkhäuser, 2022
ISBN 10: 3030696553
ISBN 13: 9783030696559
Nuevo
Kartoniert / Broschiert
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 fe. Nº de ref. del artículo: 601556825
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9783030696559_new
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. pp. 560. Nº de ref. del artículo: 18394680323
Cantidad disponible: 4 disponibles
Imagen del vendedor
Introduction to Continuous time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: 44598223-n
Cantidad disponible: Más de 20 disponibles