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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
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2021年6月19日 |
| ISBN13 | 9783030696528 |
| 出版社 | Springer Nature Switzerland AG |
| ページ数 | 560 |
| 寸法 | 150 × 220 × 20 mm · 1,09 kg |
| 言語 | ドイツ語 |
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