Kostenloser Versand
Bequem zahlen
Wir sind gerne für Sie daThis textbook, now in its third 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, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: Markov processes Stochastic differential equations Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models New to the Third Edition: Infinitely divisible distributions Random measures Levy processes Fractional Brownian motion Ergodic theory Karhunen-Loeve expansion Additional applications Additional exercises Smoluchowski approximation of Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be ofinterest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: "The book is. an account of fundamental concepts as they appear in relevant modern applications and literature. The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications." -Zentralblatt MATH
Produkteigenschaften
- Artikelnummer: 9781493938360
- Medium: Buch
- ISBN: 978-1-4939-3836-0
- Verlag: Springer
- Erscheinungstermin: 09.10.2016
- Sprache(n): Englisch
- Auflage: Softcover Nachdruck of the original 3rd Auflage 2015
- Serie: Modeling and Simulation in Science, Engineering and Technology
- Produktform: Kartoniert, Paperback
- Gewicht: 7489 g
- Seiten: 482
- Format (B x H x T): 155 x 235 x 27 mm
- Ausgabetyp: Kein, Unbekannt
Themen
- Mathematik | Informatik
- Mathematik
- Numerik und Wissenschaftliches Rechnen
- Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik
- Mathematik
- Numerik und Wissenschaftliches Rechnen
- Angewandte Mathematik, Mathematische Modelle
- Medizin | Veterinärmedizin
- Medizin | Public Health | Pharmazie | Zahnmedizin
- Medizin, Gesundheitswesen
- Medizinische Mathematik & Informatik