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 �elds.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 584 pp. Englisch.

N� de ref. del art�culo 9783030696559

Contactar al vendedor

Denunciar este art�culo

Detalles bibliogr�ficos

T�tulo: An Introduction to Continuous-Time Stochastic Processes
Editor: Springer International Publishing, Springer Nature Switzerland Jun 2022
Fecha de publicaci�n: 2022
Idioma: Ingl�s
ISBN 10: 3030696553
ISBN 13: 9783030696559
Encuadernaci�n: Taschenbuch
Edici�n: 4� Edici�n
Estado: Neu

Acerca de

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 It� 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.

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).

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

Impressum Thorsten Retsch Buchversand Mimpf2000 Ober�lschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir f�hren gebrauchte B�cher aus allen Sparten der Literatur

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

buchversandmimpf2000
Germany

Condiciones de venta y env�o

Condiciones de venta

Widerrufsbelehrung/ Muster-Widerrufsformular/
Allgemeine Gesch�ftsbedingungen und Kundeninformationen/ Datenschutzerkl�rung

Widerrufsrecht f�r Verbraucher
(Verbraucher ist jede nat�rliche Person, die ein Rechtsgesch�ft zu Zwecken abschlie�t, die �berwiegend weder ihrer gewerblichen noch ihrer selbstst�ndigen beruflichen T�tigkeit zugerechnet werden k�nnen.)

Widerrufsbelehrung

Widerrufsrecht
Sie haben das Recht, binnen 14 Tagen ohne Angabe von Gr�nden diesen Vertrag zu widerrufen.
Die Widerrufsfr...

M�s informaci�n

Condiciones de env�o

Soweit in der Artikelbeschreibung keine andere Frist angegeben ist, erfolgt die Lieferung der Ware innerhalb von 3-5 Werktagen nach Vertragsschluss, bei Vorauszahlung erst nach Eingang des vollst�ndigen Kaufpreises und der Versandkosten. Alle Preise inkl. MwSt.

Informaci�n detallada sobre el vendedor