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＜電子ブック＞
An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine / by Vincenzo Capasso, David Bakstein
(Modeling and Simulation in Science, Engineering and Technology. ISSN:21643725)

版	1st ed. 2005.
出版者	(Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser)
出版年	2005
本文言語	英語
大きさ	XIV, 344 p. 13 illus : online resource
著者標目	*Capasso, Vincenzo author Bakstein, David author SpringerLink (Online service)
件　名	LCSH:Mathematics LCSH:Probabilities LCSH:Mathematical models LCSH:Biomathematics LCSH:Social sciences -- Mathematics  全ての件名で検索 LCSH:Engineering mathematics LCSH:Engineering -- Data processing  全ての件名で検索 FREE:Applications of Mathematics FREE:Probability Theory FREE:Mathematical Modeling and Industrial Mathematics FREE:Mathematical and Computational Biology FREE:Mathematics in Business, Economics and Finance FREE:Mathematical and Computational Engineering Applications
一般注記	The Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine 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. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, 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 HTTP:URL=https://doi.org/10.1007/b138900

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