| 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 | Introduces readers to the theory of continuous-time stochastic processes using real-life examples in medicine, finance, and biology.Includes updated exercises, examples, and material based on advances | | 学科分类 | Modeling and Simulation in Science, Engineering and Technology | | 图书封面 |  | | 影响因子 | This textbook, now in its fourth 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, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across different fields..Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of pop | | Pindex | Textbook 2021Latest edition |
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发表于 2025-3-21 16:14:26
