Dieser Titel wurde ersetzt durch:
- An Introduction to Continuous-Time Stochastic Processes (978-1-4939-2756-2) - Einband - fest (Hardcover)
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From the reviews of the second edition:
“The book is useful both for undergraduate and graduate students in stochastics, finances and biology and for all persons who is interested in stochastic calculus and its applications.” (Yuliya S. Mishura, Zentralblatt MATH, Vol. 1261, 2013)An Introduction to Continuous-Time Stochastic Processes
Theory, Models, and Applications to Finance, Biology, and Medicine
von Vincenzo Capasso und David BaksteinExpanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of 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.
