Hidden Bibliographic Details
| Other authors / contributors: | Bakstein, David, 1975-
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| ISBN: | 9783030696535
3030696537
9783030696528
3030696529
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| Notes: | 5.3 Stationary distributions.
Includes bibliographical references and index.
Online resource; title from PDF title page (SpringerLink, viewed June 28, 2021).
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| Summary: | This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di
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| Other form: | Print version: Capasso, Vincenzo An Introduction to Continuous-Time Stochastic Processes Cham : Springer International Publishing AG,c2021 9783030696528
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| Standard no.: | 10.1007/978-3-030-69653-5
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