An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
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| 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
|
| Pubblicazione: | 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 |
| Soggetto non controllato: | Brownian Motions |
| Interacting particle systems | |
| Ito Calculus | |
| Lévy processes | |
| Quantitative Finance | |
| Stochastic differential equations | |
| Stochastic processes | |
| Altri autori: |
Bakstein, David
|
| Titolo autorizzato: | Introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0274353 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | https://doi.org/10.1007/978-3-030-69653-5 |
| Opac: | Controlla la disponibilità qui |
Serie:
Modeling and simulation in science, engineering and technology Boston [etc.] . -Birkhäuser