1.

Record Nr.

UNICAMPANIAVAN00274353

Autore

Capasso, Vincenzo <1945- >

Titolo

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein

Pubbl/distr/stampa

Cham, : Birkhäuser, : Springer, 2021

Titolo uniforme

An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine

Edizione

[4. ed]

Descrizione fisica

xxi, 560 p. : ill. ; 24 cm

Altri autori (Persone)

Bakstein, David

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

60G05 - Foundations of stochastic processes [MSC 2020]

60G07 - General theory of stochastic processes [MSC 2020]

60H05 - Stochastic integrals [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia