This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study 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.
- ISBN10 0817632344
- ISBN13 9780817632342
- Publish Date 7 December 2004
- Publish Status Out of Print
- Out of Print 16 March 2021
- Publish Country US
- Imprint Birkhauser Boston Inc
- Edition 2005. Corr. 2nd Printing ed.
- Format Hardcover
- Pages 360
- Language English