An Introduction to Continuous-Time Stochastic Processes

DOI10.1007/978-3-030-69653-5zbMath1464.60001OpenAlexW4285551551MaRDI QIDQ5858569

David Bakstein, Vincenzo Capasso

Publication date: 13 April 2021

Published in: Modeling and Simulation in Science, Engineering and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-69653-5

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Medical applications (general) (92C50) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Financial applications of other theories (91G80) White noise theory (60H40) Stochastic integrals (60H05) General biology and biomathematics (92B05) Foundations of stochastic processes (60G05) Actuarial mathematics (91G05)

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