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[null,"1.","Record Nr.",null,"UNINA9910299761203321"]
[null,null,"Autore",null,"Capasso Vincenzo"]
[null,null,"Titolo",null,"An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine / / by Vincenzo Capasso, David Bakstein"]
[null,null,"Pubbl/distr/stampa",null,"New York, NY : , : Springer New York : , : Imprint : Birkhäuser, , 2015"]
[null,null,"ISBN",null,"1-4939-2757-4"]
[null,null,"Edizione",null,"[3rd ed. 2015.]"]
[null,null,"Descrizione fisica",null,"1 online resource (XVI, 482 p. 14 illus.)"]
[null,null,"Collana",null,"Modeling and Simulation in Science, Engineering and Technology, , 2164-3725"]
[null,null,"Disciplina",null,"332"]
[null,null,"Soggetti",null,"Probabilities"]
[{"$nulls":4},"Mathematical models"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Biomathematics"]
[{"$nulls":4},"Engineering mathematics"]
[{"$nulls":4},"Engineering - Data processing"]
[{"$nulls":4},"Probability Theory"]
[{"$nulls":4},"Mathematical Modeling and Industrial Mathematics"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[{"$nulls":4},"Mathematical and Computational Biology"]
[{"$nulls":4},"Mathematical and Computational Engineering Applications"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","This textbook, now in its third 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, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. "]
[{"$nulls":4},"Key topics include: * Markov processes * Stochastic differential equations * Arbitrage-free markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agent-based models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * Karhunen-Loeve expansion * Additional applications * Additional  exercises * Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. 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. From reviews of previous editions: \"The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications.\" —Zentralblatt MATH."]