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An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine par Capasso, Vincenzo. Publication : [S.l.] Birkhauser . 447 p. ; , Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of 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. 24 cm. Disponibilité : Exemplaires disponibles: La bibliothèque des Sciences Exactes et Naturelles (1),

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