This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.
發表於2024-11-27
An Introduction to Continuous-time Stochastic Processes 2024 pdf epub mobi 電子書 下載
圖書標籤: 隨機過程
An Introduction to Continuous-time Stochastic Processes 2024 pdf epub mobi 電子書 下載