An Introduction to Continuous-Time Stochastic Processes

Released on by Vincenzo Capasso
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  • An Introduction to Continuous-Time Stochastic Processes Book Detail

  • Author : Vincenzo Capasso
  • Release Date : 2008-01-03
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 348
  • ISBN 13 : 0817644288
  • File Size : 21,21 MB
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An Introduction to Continuous-Time Stochastic Processes by Vincenzo Capasso PDF Summary

Book Description: This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

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Continuous Time Markov Processes

Continuous Time Markov Processes

File Size : 72,72 MB
Total View : 5278 Views
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Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a