An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine.
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Publication:5894904
zbMath1078.60001MaRDI QIDQ5894904
David Bakstein, Vincenzo Capasso
Publication date: 10 January 2005
Published in: Modeling and Simulation in Science, Engineering and Technology (Search for Journal in Brave)
stochastic differential equation; Brownian motion; Itô integral; Markov process; point process; martingale; Lévy process
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60Gxx: Stochastic processes
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