An Introduction to Continuous-Time Stochastic Processes
Theory, Models, and Applications to Finance, Biology, and Medicine
Livre Ecrit par: Bakstein, David ; Capasso, Vincenzo ; Publié en: 2021
Edition:
Cham:
Birkhauser
Langue:
Anglais
Collation:
Données textuelles
ISBN: 9783030696535
Thème
Mathématiques
Mots clés:
Continuous Time Stochastic Processes
Stochastic Processes
Brownian Motion
Interacting Particle Systems
Ito Calculus
Levy Processes
Stochastic Differential Equations
