An Introduction to Continuous-Time Stochastic Processes Theory, Mode
From reviews of First Edition:The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; se
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Series Editor Nicola Bellomo Politecnico di Torino Italy Advisory Editorial Board M. Avellaneda Courant Institute of Mathematical Sciences New York, NY, USA
P. Koumoutsakos ETH Zurich ¨ Zurich, ¨ Switzerland
K.J. Bathe Massachusetts Institute of Technology Cambridge, MA, USA
H.G. Othmer University of Minnesota Minneapolis, MN, USA
A. Bertozzi University of California Los Angeles, CA, USA
L. Preziosi Politecnico di Torino Torino, Italy
P. Degond Universit´e P. Sabatier Toulouse 3 Toulouse, France
K.R. Rajagopal Texas A & M University College Station, TX, USA
A. Deutsch Technische Universit¨at Dresden Dresden, Germany
Y. Sone Kyoto University Sakyo-ku Kyoto Japan
M.A. Herrero Garcia Universidad Complutense de Madrid Madrid, Spain
For further volumes: http://www.springer.com/series/4960
Vincenzo Capasso
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David Bakstein
An Introduction to Continuous-Time Stochastic Processes Theory, Models, and Applications to Finance, Biology, and Medicine Second Edition
Vincenzo Capasso ADAMSS (Interdisciplinary Centre for Advanced Applied Mathematical and Statistical Sciences) and Department of Mathematics University of Milan Milan, Italy
David Bakstein ADAMSS (Interdisciplinary Centre for Advanced Applied Mathematical and Statistical Sciences) University of Milan Milan, Italy
ISSN 2164-3679 ISSN 2164-3725 (electronic) ISBN 978-0-8176-8345-0 ISBN 978-0-8176-8346-7 (eBook) DOI 10.1007/978-0-8176-8346-7 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012940732 Mathematics Subject Classification (2010): 60-01, 60G07, 60G15, 60G44, 60G51, 60G52, 60H10, 60H30, 60J25, 60J35, 60J60, 60J65, 60J77, 60K35, 91GXX, 92BXX, 93E05, 93E15 © Birkh¨auser Boston 2012 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and
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