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Found 1 from your keywords: author=BAKSTEIN, David
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An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and …
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CAPASSO, VincenzoBAKSTEIN, David

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 …

Edition
Ed. 1
ISBN/ISSN
978-1-4939-2757-9
Collation
XVI, 482
Series Title
Modeling and Simulation in Science, Engineering and Technology
Call Number
519 CAP i