9781493938360 - an introduction to continuous-time stochastic processes: theory, models, and applications to finance, biology, and medicine (modeling and simulation in science, engineering and technology) von capasso, vincenzo; bakstein, david (3 Ergebnisse)
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Paperback. Zustand: Brand New. 3rd reprint edition. 498 pages. 9.25x6.10x1.18 inches. In Stock.
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Taschenbuch. Zustand: Neu. An Introduction to Continuous-Time Stochastic Processes | Theory, Models, and Applications to Finance, Biology, and Medicine | Vincenzo Capasso (u. a.) | Taschenbuch | xvi | Englisch | 2016 | Birkhäuser | EAN 9781493938360 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Bus…iness Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: Markov processes Stochastic differential equations Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models New to the Third Edition: Infinitely divisible distributions Random measures Levy processes Fractional Brownian motion Ergodic theory Karhunen-Loeve expansion Additional applications Additional exercises Smoluchowski approximation of Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be ofinterest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the 'Bologna Scheme'), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: 'The book is . an account of fundamental concepts as they appear in relevant modern applications and literature. . The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications.' -Zentralblatt MATH.
