期刊全称 | An Introduction to Continuous-Time Stochastic Processes | 期刊简称 | Theory, Models, and | 影响因子2023 | Vincenzo Capasso,David Bakstein | 视频video | | 发行地址 | A rigorous and self-contained introduction to the theory of continuous-time stochastic processes.Concrete examples of modeling real-world problems from biology, medicine, industrial applications, fina | 学科分类 | Modeling and Simulation in Science, Engineering and Technology | 图书封面 |  | 影响因子 | This book is a systematic, rigorous, and self-consistent introduction to the theory of continuous-time stochastic processes. But it is neither a tract nor a recipe book as such; rather, it is an account of fundamental concepts as they appear in relevant modern applications and literature. We make no pretense of it being complete. Indeed, we have omitted many results, which we feel are notdirectly relatedtothemain themeorthatare availablein easilyaccessible sources. (Thosereaderswhoareinterestedinthehistoricaldevelopmentofthe subject cannot ignore the volume edited by Wax (1954). ) Proofs are often omitted as technicalities might distract the reader from a conceptual approach. They are produced whenever they may serve as a guide to the introduction of new concepts and methods towards the app- cations; otherwise, explicit references to standard literature are provided. A mathematically oriented student may ?nd it interesting to consider proofs as exercises. The scope of the book is profoundly educational, related to modeling re- world problems with stochastic methods. The reader becomes critically aware oftheconceptsinvolvedincurrentappliedliterature,andismoreoverprovided with a ?rm | Pindex | Textbook 20051st edition |
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