An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine / Vincenzo Capasso, David Bakstein.

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling r...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Capasso, Vincenzo, 1945- (Author), Bakstein, David, 1975- (Author)
Format:	eBook
Language:	English
Published:	New York, NY : Birkhäuser, 2015.
Edition:	Third edition.
Series:	Modeling and simulation in science, engineering & technology.
Subjects:	Stochastic processes. Stochastic processes > Mathematical models.