 | An Introduction to Continuous-Time Stochastic Processes Expanding on the first edition of An Introduction to Continuous-Time Stochastic Processes , this concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. A balance of theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. |
