Mendeley出力
＜図書＞
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine
| 責任表示 | Vincenzo Capasso, David Bakstein |
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| シリーズ | Modeling and simulation in science, engineering & technology |
| データ種別 | 図書 |
| 出版情報 | Boston, MA : Birkhäuser , c2005 |
| 本文言語 | 英語 |
| 大きさ | xi, 343 p. : ill. ; 25 cm |
| 概要 | 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 ...nd 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. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6981327 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | CAPA/10/1 | 2005 |
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023212004008188 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [325]-330) and index |
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| 著者標目 | *Capasso, Vincenzo, 1945- Bakstein, David, 1975- |
| 件 名 | LCSH:Stochastic processes |
| 分 類 | LCC:QA274 DC22:519.2/3 |
| 書誌ID | 1001241042 |
| ISBN | 0817632344 |
| NCID | BA70517820 |
| 巻冊次 | ISBN:0817632344 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |