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 : Imprint: Birkhäuser, 2012.
• Edition: 2nd ed. 2012.
• Series: Modeling and Simulation in Science, Engineering and Technology,
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Mathematical models.; Probabilities.; Biomathematics.; Probability Theory and Stochastic Processes.; Mathematical Modeling and Industrial Mathematics.; Quantitative Finance.; Mathematical and Computational Biology.; Applications of Mathematics.; Appl.Mathematics/Computational Methods of Engineering.

From reviews of First Edition: 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...

Table of Contents:

• Part I. The Theory of Stochastic Processes
• Fundamentals of Probability
• Stochastic Processes
• The Itô Integral
• Stochastic Differential Equations
• Part II. The Applications of Stochastic Processes
• Applications to Finance and Insurance
• Applications to Biology and Medicine
• Part III. Appendices
• Measure and Integration
• Convergence of Probability Measures on Metric Spaces
• Elliptic and Parabolic Operators
• D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations
• References.