David Bakstein: 2 books
An Introduction to Continuous-Time Stochastic Processes
Theory, Models, and Applications to Finance, Biology, and Medicine
Language: English
Release Date: July 27, 2012
Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes, this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling...
An Introduction to Continuous-Time Stochastic Processes
Theory, Models, and Applications to Finance, Biology, and Medicine
Language: English
Release Date: May 29, 2015
This textbook, now in its third 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, the work features concrete examples of modeling...