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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine /
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| Format: | Printed Book |
| Language: | English |
| Published: |
Boston;
Birkhauser,
2015.
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| Edition: | Third edition. |
| Series: | Modeling and simulation in science, engineering & technology.
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| Subjects: |
Table of Contents:
- Fundamentals of probability
- Stochastic processes
- The Itô integral
- Stochastic differential equations
- Stability, stationarity, ergodicity
- Applications to finance and insurance
- Applications to biology and medicine
- Measure and integration
- Convergence of probability measures on metric spaces
- Diffusion Approximation of a Langevin system
- Elliptic and parabolic operators
- Stability of ordinary differential equations.