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An introduction to continuous-time stochastic processes: theory, models, and applications to finance, biology, and medicine
This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling r...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2015
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| Acceso en línea: | https://dx.doi.org/10.1007/978-1-4939-2757-9 http://cds.cern.ch/record/2021014 |
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