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Autore: |
Capasso, Vincenzo <1945- >
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Titolo: |
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein
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Pubblicazione: | New York, : Springer, 2015 |
Titolo uniforme: | An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine |
Edizione: | 3. ed |
Descrizione fisica: | XVI, 482 p. : ill. ; 24 cm |
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 | |
Altri autori: |
Bakstein, David
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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.: | VAN0113111 |
Lo trovi qui: | Univ. Vanvitelli |
Localizzazioni e accesso elettronico | http://dx.doi.org/10.1007/978-1-4939-2757-9 |
Opac: | Controlla la disponibilità qui |