An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine.

DOI10.1007/978-0-8176-8346-7zbMath1261.60001OpenAlexW2506856439MaRDI QIDQ5891584

Publication date: 4 June 2012

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

Full work available at URL: https://doi.org/10.1007/978-0-8176-8346-7

zbMATH Keywords

martingales stochastic processes stochastic differential equations Markov processes applications to finance and insurance applications to biology and medicine fundamentals of probability Itô-Lévy calculus

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

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