An Introduction to Continuous-Time Stochastic Processes

Theory, Models, and Applications to Finance, Biology, and Medicine

Authors:

ISBN: 978-0-8176-3234-2 (Print) 978-0-8176-4428-4 (Online)

Table of contents (6 chapters)

  1. Front Matter

    Pages i-xi

  2. The Theory of Stochastic Processes

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-50

      Fundamentals of Probability

    3. No Access

      Book Chapter

      Pages 51-126

      Stochastic Processes

    4. No Access

      Book Chapter

      Pages 127-159

      The Itô Integral

    5. No Access

      Book Chapter

      Pages 161-208

      Stochastic Differential Equations

  3. The Applications of Stochastic Processes

    1. Front Matter

      Pages 209-209

    2. No Access

      Book Chapter

      Pages 211-238

      Applications to Finance and Insurance

    3. No Access

      Book Chapter

      Pages 239-279

      Applications to Biology and Medicine

  4. Back Matter

    Pages 281-343