An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine.
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Publication:5894904
zbMath1078.60001MaRDI QIDQ5894904
David Bakstein, Vincenzo Capasso
Publication date: 10 January 2005
Published in: Modeling and Simulation in Science, Engineering and Technology (Search for Journal in Brave)
stochastic differential equationBrownian motionItô integralMarkov processpoint processmartingaleLévy process
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic processes (60Gxx)
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