An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine

DOI10.1007/978-1-4939-2757-9zbMath1333.60002OpenAlexW4299166445MaRDI QIDQ5971064

Publication date: 30 April 2015

Published in: Modeling and Simulation in Science, Engineering and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-2757-9

zbMATH Keywords

Lévy processes martingales stochastic processes Gaussian processes stochastic differential equations Markov processes white noise insurance mathematical finance Itō calculus biology medicine

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

Related Items (15)

Non-local conservation law from stochastic particle systems ⋮ On the mathematical modelling of tumor-induced angiogenesis ⋮ Nonparametric tests for multistate processes with clustered data ⋮ Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach ⋮ Jitter in Piecewise-Smooth Dynamical Systems with Intersecting Discontinuity Surfaces ⋮ The interplay between models and public health policies: regional control for a class of spatially structured epidemics \textit{(think globally, act locally)} ⋮ Analytical and numerical solutions to ergodic control problems arising in environmental management ⋮ Stochastic Preisach operator: definition within the design approach ⋮ Fractional interaction of financial agents in a stock market network ⋮ Statistical test for fractional Brownian motion based on detrending moving average algorithm ⋮ Minimax optimal sequential hypothesis tests for Markov processes ⋮ Continuous-time stochastic processes for the spread of COVID-19 disease simulated via a Monte Carlo approach and comparison with deterministic models ⋮ A Unifying Framework of Synaptic and Intrinsic Plasticity in Neural Populations ⋮ Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources ⋮ Opinion Formation Models with Heterogeneous Persuasion and Zealotry

This page was built for publication: An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine