Introduction to Continuous-Time Stochastic Processes
portes grátis
Introduction to Continuous-Time Stochastic Processes
Theory, Models, and Applications to Finance, Biology, and Medicine
Bakstein, David; Capasso, Vincenzo
Springer Nature Switzerland AG
06/2022
560
Mole
Inglês
9783030696559
15 a 20 dias
884
Descrição não disponível.
Foreword.- Preface to the Fourth Edition.- Preface to the Third Edition.- Preface to the Second Edition.- Preface.- Part I: Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Ito Integral.- Stochastic Differential Equations.- Stability, Stationary, Ergodicity.- Part II: Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Measure and Integration.- Convergence of Probability Measures on Metric Spaces.- Diffusion Approximation of a Langevin System.- Elliptic and Parabolic Equations.- Semigroups of Linear Operators.- Stability of Ordinary Differential Equations.- References.- Nomenclature.- Index.
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Continuous Time Stochastic Processes;Stochastic Processes;Brownian Motion;Interacting Particle Systems;Ito Calculus;Levy Processes;Stochastic Differential Equations
Foreword.- Preface to the Fourth Edition.- Preface to the Third Edition.- Preface to the Second Edition.- Preface.- Part I: Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Ito Integral.- Stochastic Differential Equations.- Stability, Stationary, Ergodicity.- Part II: Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Measure and Integration.- Convergence of Probability Measures on Metric Spaces.- Diffusion Approximation of a Langevin System.- Elliptic and Parabolic Equations.- Semigroups of Linear Operators.- Stability of Ordinary Differential Equations.- References.- Nomenclature.- Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
