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1.

電子ブック
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1. An Introduction to Optimal Control Problems in Life Sciences and Economics : From Mathematical Models to Numerical Simulation with MATLAB®
by Sebastian Aniţa, Viorel Arnăutu, Vincenzo Capasso
出版情報: Boston, MA : Springer Science+Business Media, LLC, 2011
シリーズ名: Modeling and Simulation in Science, Engineering and Technology ; 0
オンライン: http://dx.doi.org/10.1007/978-0-8176-8098-5
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2.

電子ブック
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2. An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine. 2nd ed. 2012
by Vincenzo Capasso, David Bakstein
出版情報: Boston : Birkhäuser Boston : Imprint: Birkhäuser, 2012
シリーズ名: Modeling and Simulation in Science, Engineering and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-8346-7
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目次情報: 続きを見る
Part I. The Theory of Stochastic Processes
Fundamentals of Probability
Stochastic Processes
The Itô Integral
Stochastic Differential Equations
Part II. The Applications of Stochastic Processes
Applications to Finance and Insurance
Applications to Biology and Medicine
Part III. Appendices
Measure and Integration
Convergence of Probability Measures on Metric Spaces
Elliptic and Parabolic Operators
D Semigroups and Linear Operators.- E Stability of Ordinary Differential Equations
References
Part I. The Theory of Stochastic Processes
Fundamentals of Probability
Stochastic Processes
3.

電子ブック
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3. An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine. 4th ed. 2021
by Vincenzo Capasso, David Bakstein
出版情報: Cham : Springer International Publishing : Imprint: Birkhäuser, 2021
シリーズ名: Modeling and Simulation in Science, Engineering and Technology ;
オンライン: https://doi.org/10.1007/978-3-030-69653-5
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目次情報: 続きを見る
Foreword
Preface to the Fourth Edition
Preface to the Third Edition
Preface to the Second Edition
Preface
Part I: Theory of Stochastic Processes
Fundamentals of Probability
Stochastic Processes
The Itô Integral
Stochastic Differential Equations
Stability, Stationary, Ergodicity
Part II: Applications of Stochastic Processes
Applications to Finance and Insurance
Applications to Biology and Medicine
Measure and Integration
Convergence of Probability Measures on Metric Spaces
Diffusion Approximation of a Langevin System
Elliptic and Parabolic Equations
Semigroups of Linear Operators
Stability of Ordinary Differential Equations
References
Nomenclature
Index
Foreword
Preface to the Fourth Edition
Preface to the Third Edition