An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology
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Published By Springer International Publishing

9783030696528, 9783030696535

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Processes

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology ◽

10.1007/978-3-030-69653-5_2 ◽

2021 ◽

pp. 81-201

Author(s):

Vincenzo Capasso ◽

David Bakstein

Keyword(s):

Stochastic Processes

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The Itô Integral

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology ◽

10.1007/978-3-030-69653-5_3 ◽

2021 ◽

pp. 203-246

Author(s):

Vincenzo Capasso ◽

David Bakstein

Keyword(s):

Itô Integral ◽

Ito Integral

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Applications to Finance and Insurance

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology ◽

10.1007/978-3-030-69653-5_6 ◽

2021 ◽

pp. 345-380

Author(s):

Vincenzo Capasso ◽

David Bakstein

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Stability, Stationarity, Ergodicity

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology ◽

10.1007/978-3-030-69653-5_5 ◽

2021 ◽

pp. 303-342

Author(s):

Vincenzo Capasso ◽

David Bakstein

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Stochastic Differential Equations

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology ◽

10.1007/978-3-030-69653-5_4 ◽

2021 ◽

pp. 247-302

Author(s):

Vincenzo Capasso ◽

David Bakstein

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Applications to Biology and Medicine

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology ◽

10.1007/978-3-030-69653-5_7 ◽

2021 ◽

pp. 381-465

Author(s):

Vincenzo Capasso ◽

David Bakstein

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Fundamentals of Probability

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology ◽

10.1007/978-3-030-69653-5_1 ◽

2021 ◽

pp. 3-79

Author(s):

Vincenzo Capasso ◽

David Bakstein

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An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and TechnologyLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Stochastic Processes

The Itô Integral

Applications to Finance and Insurance

Stability, Stationarity, Ergodicity

Stochastic Differential Equations

Applications to Biology and Medicine

Fundamentals of Probability

An Introduction to Continuous-Time Stochastic Processes - Modeling and Simulation in Science, Engineering and Technology
Latest Publications