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An Introduction to Continuous-Time Stochastic Processes

An Introduction to Continuous-Time Stochastic Processes
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امتیاز دهید
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Theory, Models, and Applications to Finance, Biology, and Medicine

Here is an introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from engineering, biomathematics, industrial mathematics, and finance using stochastic methods. Key topics include:
• Interacting particles, from polymers to ants
• Population dynamics: birth and death processes
• Financial market models: the non-arbitrage principle
• Option pricing: the risk-neutral valuation theory

An Introduction to Continuous-Time Stochastic Processes will be of interest to a broad audience of students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference
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اطلاعات نسخه الکترونیکی
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