An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine by Vincenzo Capasso, David Bakstein

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

Modeling and Simulation in Science, Engineering and Technolo

Vincenzo Capasso, David Bakstein

482 pages • missing pub info (editions)

nonfiction mathematics technology challenging informative medium-paced
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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 applicatio...

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