An Introduction to Continuous-Time Stochastic Processes
Theory, Models, and Applications to Finance, Biology, and Medicine
- 584 pages
- 21 hours of reading
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.
