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Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address.
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Hardcover. Condition: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less.
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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine
Seller: Grey Matter Books, Hadley, MA, U.S.A.
Association Member: SNEAB
Seller rating 4 out of 5 stars
Hardcover. Condition: Very Good. Dust Jacket Condition: None Issued. Text is unmarked; pages are bright. Binding is sturdy. Covers show very little wear. No dust jacket, as issued. 434pp.
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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)
Book 54 of 55: Modeling and Simulation in Science, Engineering and TechnologySeller: Ria Christie Collections, Uxbridge, United Kingdom
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Introduction to Continuous time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
Book 54 of 55: Modeling and Simulation in Science, Engineering and TechnologySeller: GreatBookPricesUK, Woodford Green, United Kingdom
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An Introduction to Continuous-Time Stochastic Processes
Book 54 of 55: Modeling and Simulation in Science, Engineering and TechnologyLanguage: English
Published by Springer International Publishing Jun 2022, 2022
ISBN 10: 3030696553 ISBN 13: 9783030696559
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Neuware -This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di erent fields.Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di erential equations.An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. 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. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book. 584 pp. Englisch.
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An Introduction to Continuous-Time Stochastic Processes
Book 54 of 55: Modeling and Simulation in Science, Engineering and TechnologyLanguage: English
Published by Springer Nature Switzerland AG, CH, 2022
ISBN 10: 3030696553 ISBN 13: 9783030696559
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Fourth Edition 2021.
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Introduction to Continuous time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
Book 54 of 55: Modeling and Simulation in Science, Engineering and TechnologySeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Paperback. Condition: Brand New. 3rd reprint edition. 498 pages. 9.25x6.10x1.18 inches. In Stock.
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An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
Book 54 of 55: Modeling and Simulation in Science, Engineering and TechnologyLanguage: English
Published by Springer International Publishing, Springer International Publishing, 2022
ISBN 10: 3030696553 ISBN 13: 9783030696559
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di erent fields.Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di erential equations.An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. 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. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularlythe applications explored in the second half of the book.
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An Introduction to Continuous-Time Stochastic Processes
Language: English
Published by Springer New York, Springer US Okt 2016, 2016
ISBN 10: 1493938363 ISBN 13: 9781493938360
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Neuware -This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world 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 Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, andepidemics Agent-based models New to the Third Edition: Infinitely divisible distributions Random measures Levy processes Fractional Brownian motion Ergodic theory Karhunen-Loeve expansion Additional applications Additional exercises Smoluchowski approximation of Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be ofinterest 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 two-year-long second cycle of the ¿Bologna Scheme¿), the work may also be used for self-study 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 MATHSpringer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 500 pp. Englisch.
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An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine
Language: English
Published by Springer New York, Springer US, 2016
ISBN 10: 1493938363 ISBN 13: 9781493938360
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world 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 Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models New to the Third Edition: Infinitely divisible distributions Random measures Levy processes Fractional Brownian motion Ergodic theory Karhunen-Loeve expansion Additional applications Additional exercises Smoluchowski approximation of Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be ofinterest 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 two-year-long second cycle of the 'Bologna Scheme'), the work may also be used for self-study 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.
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Gebunden. Condition: New.
