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
Vincenzo Capasso, David Bakstein
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
Lévy processesmartingalesstochastic processesGaussian processesstochastic differential equationsMarkov processeswhite noiseinsurancemathematical financeItō calculusbiologymedicine
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