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Cover image for book An Introduction to Continuous-Time Stochastic Processes

An Introduction to Continuous-Time Stochastic Processes

Theory, Models, and Applications to Finance, Biology, and Medicine
By:Vincenzo Capasso; David Bakstein
Publisher:Springer Nature
Print ISBN:9780817683450
eText ISBN:9780817683467
Edition:2
Copyright:2012
Format:Reflowable

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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.