文档介绍：Modeling and Simulation in Science, Engineering and Technology
Series Editor
Nicola Bellomo
ico di Torino
Italy
Advisory Editorial Board
M. Avellaneda P. Koumoutsakos
Courant Institute of Mathematical Sciences ETH Z¨urich
New York, NY, USA Z¨urich, Switzerland
. Bathe . Othmer
Massachusetts Institute of Technology University of Minnesota
Cambridge, MA, USA Minneapolis, MN, USA
A. Bertozzi L. Preziosi
University of California ico di Torino
Los Angeles, CA, USA Torino, Italy
P. Degond . Rajagopal
´
Universite P. Sabatier Toulouse 3 Texas A & M University
Toulouse, France College Station, TX, USA
A. Deutsch Y. Sone
¨
Technische Universitat Dresden Kyoto University
Dresden, Germany Sakyo-ku Kyoto
Japan
. Herrero Garcia
plutense de Madrid
Madrid, Spain
For further volumes:
ies/4960
Vincenzo Capasso • David Bakstein
An Introduction
to Continuous-Time
Stochastic Processes
Theory, Models, and Applications to Finance,
Biology, and Medicine
Second Edition
Vincenzo Capasso David Bakstein
ADAMSS (Interdisciplinary Centre ADAMSS (Interdisciplinary Centre
for Advanced Applied Mathematical for Advanced Applied Mathematical
and Statistical Sciences) and Statistical Sciences)
and University of Milan
Department of Mathematics Milan, Italy
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 -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
©Birkhauser¨ Boston 2012
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