An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
| An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
| Autore | Capasso, Vincenzo <1945- > |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
| Descrizione fisica | xxi, 560 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bakstein, David |
| Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0274353 |
Capasso, Vincenzo <1945- >
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| Cham, : Birkhäuser, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
| An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
| Autore | Capasso, Vincenzo, matematico |
| Edizione | [4. ed] |
| Pubbl/distr/stampa | Cham, : Birkhäuser, : Springer, 2021 |
| Descrizione fisica | xxi, 560 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bakstein, David |
| Soggetto topico |
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] |
| Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00274353 |
Capasso, Vincenzo, matematico
|
||
| Cham, : Birkhäuser, : Springer, 2021 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
| An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
| Autore | Capasso, Vincenzo <1945- > |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2015 |
| Descrizione fisica | XVI, 482 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bakstein, David |
| Soggetto topico |
60Hxx - Stochastic analysis [MSC 2020]
60Jxx - Markov processes [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 60-XX - Probability theory and stochastic processes [MSC 2020] 92Bxx - Mathematical biology in general [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0113111 |
Capasso, Vincenzo <1945- >
|
||
| New York, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
| An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein |
| Autore | Capasso, Vincenzo, matematico |
| Edizione | [3. ed] |
| Pubbl/distr/stampa | New York, : Springer, 2015 |
| Descrizione fisica | XVI, 482 p. : ill. ; 24 cm |
| Altri autori (Persone) | Bakstein, David |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Fxx - Limit theorems in probability theory [MSC 2020] 60Gxx - Stochastic processes [MSC 2020] 60Hxx - Stochastic analysis [MSC 2020] 60Jxx - Markov processes [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] 92Bxx - Mathematical biology in general [MSC 2020] 93Exx - Stochastic systems and control [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Interacting particle systems Ito Calculus Lévy processes Quantitative Finance Stochastic differential equations Stochastic processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00113111 |
Capasso, Vincenzo, matematico
|
||
| New York, : Springer, 2015 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Probability and Stochastic Processes for Physicists / Nicola Cufaro Petroni
| Probability and Stochastic Processes for Physicists / Nicola Cufaro Petroni |
| Autore | Cufaro Petroni, Nicola |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiii, 373 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
00A06 - Mathematics for nonmathematicians (engineering, social sciences, etc.) [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Ito Calculus Jump-Diffusion Processes Markov Processes Ornstein-Uhlenbeck Equations Probability for Physicists Textbook Stochastic Calculus Stochastic Mechanics Stratonovich Integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0229881 |
Cufaro Petroni, Nicola
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||
| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Probability and Stochastic Processes for Physicists / Nicola Cufaro Petroni
| Probability and Stochastic Processes for Physicists / Nicola Cufaro Petroni |
| Autore | Cufaro Petroni, Nicola |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiii, 373 p. : ill. ; 24 cm |
| Soggetto topico |
00A06 - Mathematics for nonmathematicians (engineering, social sciences, etc.) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Brownian Motions
Ito Calculus Jump-Diffusion Processes Markov Processes Ornstein-Uhlenbeck Equations Probability Stochastic Calculus Stochastic Mechanics Stratonovich Integral |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00229881 |
Cufaro Petroni, Nicola
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||
| Cham, : Springer, 2020 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||