An Introduction to Continuous Time Stochastic Processes Theory Models and Applications to Finance Biology and Medicine 1st Edition by Vincenzo Capasso, David Bakstein ISBN 0817632344 978-0817632342

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Product details: 

ISBN 10:  0817632344

ISBN 13:  978-0817632342 

Author:  Vincenzo Capasso, David Bakstein 

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

Table of contents: 

1. Part II Applications of Stochastic Processes

2. A Measure and Integration

3. B Convergence of Probability Measures on Metric Spaces

4. C Elliptic and Parabolic Equations

5. D Semigroups of Linear Operators

6. E Stability of Ordinary Differential Equations

7. References

8. Nomenclature

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Tags: Vincenzo Capasso, David Bakstein, An Introduction, Continuous Time Stochastic, Applications to Finance