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...
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| Authors / Creators: | , |
|---|---|
| Other Authors / Creators: | Bakstein, David. author. |
| Other Corporate Authors / Creators: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Edition: | 3rd ed. 2015. |
| Imprint: | New York, NY : Springer New York : Imprint: Birkhäuser, 2015. |
| Series: | Modeling and Simulation in Science, Engineering and Technology,
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| Subjects: | |
| Online Access: | Available in Springer Mathematics and Statistics eBooks 2015 English/International. |