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

DOI10.1007/978-1-4939-2757-9zbMath1333.60002OpenAlexW4299166445MaRDI QIDQ5971064

Vincenzo Capasso, David Bakstein

Publication date: 30 April 2015

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

Full work available at URL: https://doi.org/10.1007/978-1-4939-2757-9

zbMATH Keywords

Lévy processesmartingalesstochastic processesGaussian processesstochastic differential equationsMarkov processeswhite noiseinsurancemathematical financeItō calculusbiologymedicine

Mathematics Subject Classification ID

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