000 | 05243nam a22005655i 4500 | ||
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001 | 978-0-8176-8346-7 | ||
003 | DE-He213 | ||
005 | 20140220083228.0 | ||
007 | cr nn 008mamaa | ||
008 | 120726s2012 xxu| s |||| 0|eng d | ||
020 |
_a9780817683467 _9978-0-8176-8346-7 |
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024 | 7 |
_a10.1007/978-0-8176-8346-7 _2doi |
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050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
072 | 7 |
_aPBT _2bicssc |
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072 | 7 |
_aPBWL _2bicssc |
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072 | 7 |
_aMAT029000 _2bisacsh |
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082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aCapasso, Vincenzo. _eauthor. |
|
245 | 1 | 3 |
_aAn Introduction to Continuous-Time Stochastic Processes _h[electronic resource] : _bTheory, Models, and Applications to Finance, Biology, and Medicine / _cby Vincenzo Capasso, David Bakstein. |
250 | _a2nd ed. 2012. | ||
264 | 1 |
_aBoston, MA : _bBirkhäuser Boston : _bImprint: Birkhäuser, _c2012. |
|
300 |
_aXIII, 434 p. 14 illus. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aModeling and Simulation in Science, Engineering and Technology, _x2164-3679 |
|
505 | 0 | _aPart I. The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- Part II. The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine -- Part III. Appendices -- Measure and Integration -- Convergence of Probability Measures on Metric Spaces -- Elliptic and Parabolic Operators -- D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations -- References. | |
520 | _aFrom reviews of First Edition: 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 This is an introductory text on continuous time stochastic processes and their applications to finance and biology. ... The book will be useful for applied mathematicians who are not probabilists to get a quick flavour of the techniques of stochastic calculus, and for professional probabilists to get a quick flavour of the applications. —Mathematical Reviews Revised and enhanced, this concisely written second edition of An Introduction to Continuous-Time Stochastic Processes is 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 * Agent-based models New to the Second Edition: * Improved presentation of original concepts * Expanded background on probability theory * Substantial material applicable to finance and biology, including stable laws, Lévy processes, and Itô-Lévy calculus * Supplemental appendix to provide basic facts on semigroups of linear operators An Introduction to Continuous-Time Stochastic Processes, Second 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 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. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aFinance. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 0 | _aEngineering mathematics. | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
650 | 2 | 4 | _aMathematical Modeling and Industrial Mathematics. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aMathematical and Computational Biology. |
650 | 2 | 4 | _aApplications of Mathematics. |
650 | 2 | 4 | _aAppl.Mathematics/Computational Methods of Engineering. |
700 | 1 |
_aBakstein, David. _eauthor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9780817683450 |
830 | 0 |
_aModeling and Simulation in Science, Engineering and Technology, _x2164-3679 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-0-8176-8346-7 |
912 | _aZDB-2-SMA | ||
999 |
_c100251 _d100251 |