An Introduction to ContinuousTime Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
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The work An Introduction to ContinuousTime Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine represents a distinct intellectual or artistic creation found in University of Manitoba Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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An Introduction to ContinuousTime Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
Resource Information
The work An Introduction to ContinuousTime Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine represents a distinct intellectual or artistic creation found in University of Manitoba Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 An Introduction to ContinuousTime Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
 Title remainder
 Theory, Models, and Applications to Finance, Biology, and Medicine
 Statement of responsibility
 by Vincenzo Capasso, David Bakstein
 Subject

 Engineering mathematics
 Mathematical Modeling and Industrial Mathematics
 Mathematical and Computational Biology
 Mathematical and Computational Engineering
 Mathematical models
 Probabilities
 Probability Theory and Stochastic Processes
 Quantitative Finance
 Applied mathematics
 Biomathematics
 Economics, Mathematical
 Language

 eng
 eng
 Summary
 This textbook, now in its third edition, offers a rigorous and selfcontained introduction to the theory of continuoustime stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling realworld problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: * Markov processes * Stochastic differential equations * Arbitragefree markets and financial derivatives * Insurance risk * Population dynamics, and epidemics * Agentbased models New to the Third Edition: * Infinitely divisible distributions * Random measures * Levy processes * Fractional Brownian motion * Ergodic theory * KarhunenLoeve expansion * Additional applications * Additional exercises * Smoluchowski approximation of Langevin systems An Introduction to ContinuousTime Stochastic Processes, Third Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the twoyearlong second cycle of the “Bologna Scheme”), the work may also be used for selfstudy or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: "The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications." —Zentralblatt MATH
 Dewey number
 519.2
 http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut

 hLWANbJvtSw
 zNg4BAL6zq4
 Image bit depth
 0
 Language note
 English
 LC call number

 QA273.A1274.9
 QA274274.9
 Literary form
 non fiction
 Series statement
 Modeling and Simulation in Science, Engineering and Technology,
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