000			03533nam a22005295i 4500
001			978-0-8176-4428-4
003			DE-He213
005			20251006084434.0
007			cr nn 008mamaa
008			100301s2005 xxu| s |||| 0|eng d
020			_a9780817644284
020			_a99780817644284
024	7		_a10.1007/b138900 _2doi
082	0	4	_a519.2 _223
100	1		_aCapasso, Vincenzo. _eauthor.
245	1	3	_aAn Introduction to Continuous-Time Stochastic Processes _h[electronic resource] : _bTheory, Models, and Applications to Finance, Biology, and Medicine / _cby Vincenzo Capasso, David Bakstein.
264		1	_aBoston, MA : _bBirkhäuser Boston, _c2005.
300			_aXI, 343p. 13 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aModeling and Simulation in Science, Engineering and Technology
505	0		_aThe Theory of Stochastic Processes -- Fundamentals of Probability -- Stochastic Processes -- The Itô Integral -- Stochastic Differential Equations -- The Applications of Stochastic Processes -- Applications to Finance and Insurance -- Applications to Biology and Medicine.
520			_aThis concisely written book is a rigorous and self-contained 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 biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics covered include: * Interacting particles and agent-based models: from polymers to ants * Population dynamics: from birth and death processes to epidemics * Financial market models: the non-arbitrage principle * Contingent claim valuation models: the risk-neutral valuation theory * Risk analysis in insurance 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. 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.
650		0	_aMATHEMATICS.
650		0	_aBIOLOGY _xMATHEMATICS.
650		0	_aFINANCE.
650		0	_aDISTRIBUTION (PROBABILITY THEORY).
650		0	_aENGINEERING MATHEMATICS.
650	1	4	_aMATHEMATICS.
650	2	4	_aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
650	2	4	_aMATHEMATICAL MODELING AND INDUSTRIAL MATHEMATICS.
650	2	4	_aAPPLICATIONS OF MATHEMATICS.
650	2	4	_aMATHEMATICAL BIOLOGY IN GENERAL.
650	2	4	_aQUANTITATIVE FINANCE.
650	2	4	_aAPPL.MATHEMATICS/COMPUTATIONAL METHODS OF ENGINEERING.
700	1		_aBakstein, David. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780817632342
830		0	_aModeling and Simulation in Science, Engineering and Technology
856	4	0	_uhttp://dx.doi.org/10.1007/b138900 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c59629 _d59629