Modeling and simulation in science, engineering and technology.
CONTENTS NOTE
Text of Note
Preface Part I. The Theory of Stochastic Processes Fundamentals of Probability Stochastic Processes The Ito Integral Stochastic Differential Equations Part II. The Applications of Stochastic Processes Applications to Finance and Insurance Applications to Biology and Medicine Part III. Appendices A. Measure and Integration B. Convergence of Probability Measures on Metric Spaces C. Maximum Principles of Elliptic and Parabolic Operators D. Stability of Ordinary Differential Equations References