An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine /

• Main Authors: Capasso, Vincenzo (Author), Bakstein, David (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Birkhäuser Boston, 2005.
• Series: Modeling and Simulation in Science, Engineering and Technology
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Mathematical models.; Probabilities.; Biomathematics.; Applications of Mathematics.; Probability Theory and Stochastic Processes.; Mathematical Modeling and Industrial Mathematics.; Mathematical and Computational Biology.; Quantitative Finance.; Appl.Mathematics/Computational Methods of Engineering.

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 ins...

Table of Contents:

• 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.