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An Introduction to Continuous-Time Stochastic Processes by Vincenzo Capasso

An Introduction to Continuous-Time Stochastic Processes

by Vincenzo Capasso
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Book cover type: Paperback
  • ISBN13: 9783030696559
  • Binding: Paperback
  • Subject: Mathematics and Statistics
  • Publisher: Springer Verlag
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 560
  • Original Price: EUR 54.99
  • Language: English
  • Edition: N/A
  • Item Weight: 810 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.

Vincenzo Capasso is a Professor of Probability and Mathematical Statistics at the University of Milan, an elected member of the International Statistics Institute, a Fellow of The Institute of Mathematics and its Applications - UK, Past President of ECMI (the European Consortium for Mathematics in Industry), and Past President of ESMTB (European Society for Mathematical and Theoretical Biology).
David Bakstein has been working in the financial industry for close to 25 years, many of those dedicated to applied mathematical models. He originally studied and taught at both the LSE and University of Oxford (OCIAM & Lady Margaret Hall).

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