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An Introduction to Continuous-Time Stochastic Processes

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

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  • 584 pages
  • 21 hours of reading

More about the book

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.

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

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Released
2021
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(Hardcover)
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