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03623nam a22005655i 4500 |
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978-0-8176-4428-4 |
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DE-He213 |
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20151204142022.0 |
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cr nn 008mamaa |
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100301s2005 xxu| s |||| 0|eng d |
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|a 9780817644284
|9 978-0-8176-4428-4
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7 |
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|a 10.1007/b138900
|2 doi
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|d GrThAP
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|a T57-57.97
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|a PBW
|2 bicssc
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|a MAT003000
|2 bisacsh
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|a 519
|2 23
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| 100 |
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|a Capasso, Vincenzo.
|e author.
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| 245 |
1 |
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|a An Introduction to Continuous-Time Stochastic Processes
|h [electronic resource] :
|b Theory, Models, and Applications to Finance, Biology, and Medicine /
|c by Vincenzo Capasso, David Bakstein.
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| 264 |
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1 |
|a Boston, MA :
|b Birkhäuser Boston,
|c 2005.
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| 300 |
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|a XIV, 344 p. 13 illus.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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| 490 |
1 |
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|a Modeling and Simulation in Science, Engineering and Technology
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| 505 |
0 |
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|a The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine.
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| 520 |
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|a This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of 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 covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, 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.
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| 650 |
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0 |
|a Mathematics.
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| 650 |
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|a Applied mathematics.
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| 650 |
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|a Engineering mathematics.
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| 650 |
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|a Economics, Mathematical.
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| 650 |
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|a Mathematical models.
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| 650 |
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|a Probabilities.
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| 650 |
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|a Biomathematics.
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| 650 |
1 |
4 |
|a Mathematics.
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| 650 |
2 |
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|a Applications of Mathematics.
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| 650 |
2 |
4 |
|a Probability Theory and Stochastic Processes.
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| 650 |
2 |
4 |
|a Mathematical Modeling and Industrial Mathematics.
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| 650 |
2 |
4 |
|a Mathematical and Computational Biology.
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| 650 |
2 |
4 |
|a Quantitative Finance.
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| 650 |
2 |
4 |
|a Appl.Mathematics/Computational Methods of Engineering.
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| 700 |
1 |
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|a Bakstein, David.
|e author.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 776 |
0 |
8 |
|i Printed edition:
|z 9780817632342
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| 830 |
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0 |
|a Modeling and Simulation in Science, Engineering and Technology
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| 856 |
4 |
0 |
|u http://dx.doi.org/10.1007/b138900
|z Full Text via HEAL-Link
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| 912 |
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|a ZDB-2-SMA
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| 950 |
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|a Mathematics and Statistics (Springer-11649)
|
