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An Introduction to Continuous-Time Stochastic Processes

Theory, Models, and Applications to Finance, Biology, and Medicine

Parametry

Počet stran
584 stránek
Čas čtení
21 hodin

Více o knize

Focusing on continuous-time stochastic processes, this textbook provides a comprehensive introduction to the theory and applications of stochastic integrals and differential equations. It includes concrete examples from diverse fields such as biology, medicine, finance, and insurance, demonstrating the versatility of stochastic methods. The fourth edition is designed for readers without prior knowledge of the subject, emphasizing a balanced approach between theoretical foundations and practical applications across various disciplines.

Vydání

Nákup knihy

An Introduction to Continuous-Time Stochastic Processes, Vincenzo Capasso, David Bakstein

Jazyk
Rok vydání
2021
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