An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine. (Q5891584)
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scientific article; zbMATH DE number 6042571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine. |
scientific article; zbMATH DE number 6042571 |
Statements
An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine. (English)
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4 June 2012
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fundamentals of probability
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stochastic processes
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martingales
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Markov processes
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Itô-Lévy calculus
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stochastic differential equations
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applications to finance and insurance
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applications to biology and medicine
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