<p>Combining control theory and modeling, this textbook introduces and builds on methods for simulating and tackling concrete problems in a variety of applied sciences. Emphasizing "learning by doing," the authors focus on examples and applications to real-world problems. An elementary presentation of advanced concepts, proofs to introduce new ideas, and carefully presented MATLAB® programs help foster an understanding of the basics, but also lead the way to new, independent research.</p>
<p>With minimal prerequisites and exercises in each chapter, this work serves as an excellent textbook and reference for graduate and advanced undergraduate students, researchers, and practitioners in mathematics, physics, engineering, computer science, as well as biology, biotechnology, economics, and finance.</p>

An Introduction to Optimal Control Problems in Life Sciences and Economics: From Mathematical Models to Numerical Simulation with MATLAB® (Modeling ... in Science, Engineering and Technology)

Capasso, Vincenzo

Aniţa, Sebastian

Arnăutu, Viorel

Reference

Birkhauser

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing 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. Key topics include: Markov processes Stochastic differential equations Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models New to the Third Edition: Infinitely divisible distributions Random measures Levy processes Fractional Brownian motion Ergodic theory Karhunen-Loeve expansion Additional applications Additional  exercises Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be of interest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: "The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications." -Zentralblatt MATH

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)

Science & Math

Bakstein, David

Biological Sciences

<p><div>This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di&#64256;erent &#64257;elds.</div> <div><br /></div> <div>Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di&#64256;erential equations.</div> <div><br /></div> <div><i>An Introduction to Continuous-Time Stochastic Processes, Fourth Edition</i> is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book.</div> <div><br /></div></p>

<p>This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across diﬀerent ﬁelds.<br />
Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic diﬀerential equations.<br />
An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularly the applications explored in the second half of the book.</p>

Mathematical Modeling and Control in Life and Environmental Sciences: Regional Control Problems (Modeling and Simulation in Science, Engineering and Technology)

Scacchi, Simone

This book introduces random currents by presenting underlying mathematical methods necessary for applications. The theory of currents is an advanced topic in geometric measure theory that extends distribution to linear functionals within the space of differential forms of any order. Methods to extend random distributions to random currents are introduced and analyzed in this book.  Beginning with an overview of mathematical aspects of the theory of currents, this book moves on to examine applications in medicine, material science, and image analysis.  Applied researchers will find the practical modern mathematical methods along with the detailed appendix useful to stimulate new applications and research.  

An Introduction to Random Currents and Their Applications (SpringerBriefs in Mathematics)

Computers & Technology

Computer Science

Springer

<p>The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.</p>

Topics in Spatial Stochastic Processes: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 (Lecture Notes in Mathematics, 1802)

Dalang, Robert

Merzbach, Ely

Ivanoff, B. Gail

Dozzi, Marco

Mountford, Thomas

Mathematics

<p>The dynamics of infectious diseases represents one of the oldest and ri- est areas of mathematical biology. From the classical work of Hamer (1906) and Ross (1911) to the spate of more modern developments associated with Anderson and May, Dietz, Hethcote, Castillo-Chavez and others, the subject has grown dramatically both in volume and in importance. Given the pace of development, the subject has become more and more di?use, and the need to provide a framework for organizing the diversity of mathematical approaches has become clear. Enzo Capasso, who has been a major contributor to the mathematical theory, has done that in the present volume, providing a system for organizing and analyzing a wide range of models, depending on the str- ture of the interaction matrix. The ?rst class, the quasi-monotone or positive feedback systems, can be analyzed e?ectively through the use of comparison theorems, that is the theory of order-preserving dynamical systems; the s- ond, the skew-symmetrizable systems, rely on Lyapunov methods. Capasso develops the general mathematical theory, and considers a broad range of - amples that can be treated within one or the other framework. In so doing, he has provided the ?rst steps towards the uni?cation of the subject, and made an invaluable contribution to the Lecture Notes in Biomathematics. Simon A. Levin Princeton, January 1993 Author’s Preface to Second Printing In the Preface to the First Printing of this volume I wrote: \ . .</p>

Mathematical Structures of Epidemic Systems (Lecture Notes in Biomathematics, 97)

Health, Fitness & Dieting

See the best price to sell, buy, or rent books by Capasso, Vincenzo. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Capasso, Vincenzo

See the best price to sell, buy, or rent books by Capasso, Vincenzo. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

An Introduction to Optimal Control Problems in Life Sciences and Economics: From Mathematical Models to Numerical Simulation with MATLAB® (Modeling ... in Science, Engineering and Technology)

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)

An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine (Modeling and Simulation in Science, Engineering and Technology)

Mathematical Modeling and Control in Life and Environmental Sciences: Regional Control Problems (Modeling and Simulation in Science, Engineering and Technology)

An Introduction to Random Currents and Their Applications (SpringerBriefs in Mathematics)

Topics in Spatial Stochastic Processes: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, July 1-8, 2001 (Lecture Notes in Mathematics, 1802)

Mathematical Structures of Epidemic Systems (Lecture Notes in Biomathematics, 97)