Buch, Englisch, 434 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 830 g
Reihe: Modeling and Simulation in Science, Engineering and Technology
Theory, Models, and Applications to Finance, Biology, and Medicine
Buch, Englisch, 434 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 830 g
Reihe: Modeling and Simulation in Science, Engineering and Technology
ISBN: 978-0-8176-8345-0
Verlag: Springer
Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Naturwissenschaften Biowissenschaften Angewandte Biologie Biomathematik
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Medizin | Veterinärmedizin Medizin | Public Health | Pharmazie | Zahnmedizin Medizin, Gesundheitswesen Medizinische Mathematik & Informatik
- Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
Weitere Infos & Material
Part I. The Theory of Stochastic Processes.- Fundamentals of Probability.- Stochastic Processes.- The Itô Integral.- Stochastic Differential Equations.- Part II. The Applications of Stochastic Processes.- Applications to Finance and Insurance.- Applications to Biology and Medicine.- Part III. Appendices.- Measure and Integration.- Convergence of Probability Measures on Metric Spaces.- Elliptic and Parabolic Operators.- D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations.- References.
