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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine - Modeling and Simulation in Science, Engineering and Technology Vincenzo Capasso Fourth Edition 2021 edition
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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine - Modeling and Simulation in Science, Engineering and Technology
Vincenzo Capasso
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.
560 pages, 1 Illustrations, color; 14 Illustrations, black and white; XXI, 560 p. 15 illus., 1 illus
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | June 19, 2021 |
| ISBN13 | 9783030696528 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 560 |
| Dimensions | 150 × 220 × 20 mm · 1.09 kg |
| Language | German |
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