02636nam0 2200505 i 450 VAN011311120230705094945.628N978149392757920171228d2015 |0itac50 baengUS|||| |||||ˆAn ‰introduction to continuous-time stochastic processestheory, models, and applications to finance, biology, and medicineVincenzo Capasso, David Bakstein3. edNew YorkSpringer2015XVI, 482 p.ill.24 cm001VAN00573142001 Modeling and simulation in science, engineering and technology210 Boston [etc.]BirkhäuserVAN0234850ˆAn ‰introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine244051860HxxStochastic analysis [MSC 2020]VANC019765MF60JxxMarkov processes [MSC 2020]VANC019842MF60GxxStochastic processes [MSC 2020]VANC020000MF93ExxStochastic systems and control [MSC 2020]VANC020004MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF92BxxMathematical biology in general [MSC 2020]VANC021467MF60FxxLimit theorems in probability theory [MSC 2020]VANC024670MFBrownian MotionsKW:KInteracting particle systemsKW:KIto CalculusKW:KLévy processesKW:KQuantitative FinanceKW:KStochastic differential equationsKW:KStochastic processesKW:KUSNew YorkVANL000011CapassoVincenzo1945- VANV04296951830BaksteinDavidVANV087271614263Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-1-4939-2757-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0113111BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0076 08eMF76 20171228 Introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine2440518UNICAMPANIA