- Hardcover: 354 pages
- Publisher: Birkhäuser Boston; 1 edition (December 7, 2004)
- Author: Vincenzo Capasso, David Bakstein
- Language: English
- ISBN-10: 0817632344
- ISBN-13: 978-0817632342
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.