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This concisely written book is a rigorous and selfcontained introduction to the theory of continuoustime stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model realworld problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for selfstudy 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.
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
Q: What is the main focus of 'An Introduction to Continuous-Time Stochastic Processes'?A: The book provides a rigorous introduction to the theory of continuous-time stochastic processes, covering both theoretical aspects and practical applications in fields like finance, biology, and engineering.
Q: Who is the intended audience for this book?A: This book is suitable for graduate and advanced undergraduate students, as well as researchers and practitioners in mathematical finance, biomathematics, physics, and engineering.
Q: What topics are covered in this book?A: It covers stochastic methods, modeling of real-world problems, and applications from various fields, including engineering, biomathematics, and biotechnology.
Q: Is this book suitable for self-study?A: Yes, the book is designed to be self-contained, making it suitable for self-study or as a reference for practitioners.
Q: What is the condition of the book?A: The book is listed as 'New' and is categorized as a used book in good condition.
Q: How many pages does the book have?A: The book contains 354 pages.
Q: What is the binding type of the book?A: The book is available in hardcover binding.
Q: When was this book published?A: It was published on December 7, 2004.
Q: Who is the author of the book?A: The book is authored by Vincenzo Capasso.
Q: Is there any specific edition of this book?A: Yes, this book is the first edition.
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