MARC details
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03427nam a22003617a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250215162751.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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250215b |||||||| |||| 00| 0 hin d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783030696559 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
NISER LIBRARY |
| Language of cataloging |
eng |
| Transcribing agency |
NISER LIBRARY |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.21 |
| Item number |
CAP-I |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Capasso, Vincenzo |
| 245 10 - TITLE STATEMENT |
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| Title |
Introduction to continuous-time stochastic processes : |
| Remainder of title |
theory, models, and applications to finance, biology, and medicine |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
4th edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
Cham : |
| Name of publisher, distributor, etc. |
Birkhäuser, |
| Date of publication, distribution, etc. |
2021. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxi, 560 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm. |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Modeling and simulation in science, engineering and technology |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across different fields. Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic differential equations. An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. 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. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stochastic processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Biomathematics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical and computational biology |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical modeling and industrial mathematics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stochastic modelling |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Brownian motion |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Interacting particle systems |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stochastic differential equations |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Levy processes |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bakstein, David |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
Table of content |
| Uniform Resource Identifier |
<a href="https://link.springer.com/content/pdf/bfm:978-3-030-69653-5/1">https://link.springer.com/content/pdf/bfm:978-3-030-69653-5/1</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Reviews |
| Uniform Resource Identifier |
<a href="https://www.goodreads.com/book/show/71350693-an-introduction-to-continuous-time-stochastic-processes?ref=nav_sb_ss_1_13#CommunityReviews">https://www.goodreads.com/book/show/71350693-an-introduction-to-continuous-time-stochastic-processes?ref=nav_sb_ss_1_13#CommunityReviews</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Universal Decimal Classification |
| Koha item type |
Book |
