This book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and stochastic differential equations. The approach of the text is fundamentally practical. The theoretical results, including demonstrations of a more constructive nature, are combined with numerous examples and exercises chosen with the aim of instructing in fundamental ideas and interpretations. At the end of each chapter two appendices have been included. The first appendix contains a collection of carefully chosen problems for the reader to work on the main contents of the chapter, and also to study, through the proposed problems, some theoretical extensions that have not been dealt with throughout the corresponding chapter. Therefore, solving these proposed exercises is an excellent opportunity to go beyond the contents developed in each chapter. In the second appendix, we have included the resolution of some exercises using the Mathematicar software.These exercises have been selected just to illustrate how to carry out basic computations

�ber die Autorin bzw. den Autor

Cort�s L�pez, Juan Carlos Licenciado y Doctor en Ciencias Matem�ticas. Catedr�tico de Universidad de Matem�tica Aplicada de la Universitat Polit�cnica de Val�ncia (UPV). Desde hace a�os imparte docencia en el Grado de Administraci�n y Direcci�n de Empresas (ADE) de la asignatura Modelos Matem�ticos para ADE y es profesor responsable de las asignaturas Modelizaci�n y Valoraci�n de Opciones Financieras (M�ster en Direcci�n Financiera y Fiscal de la UPV) y Ecuaciones Diferenciales Aleatorias y Aplicaciones (M�ster Interuniversitario en Investigaci�n Matem�tica UPV-Universitat de Val�ncia). Su investigaci�n se centra en Ecuaciones Diferenciales Aleatorias y Cuantificaci�n de la Incertidumbre en Modelizaci�n Matem�tica, y la desarrolla en el Instituto de Matem�tica Multidisciplinar de la UPV, del cual es Subdirector de Investigaci�n. Villanueva Mic�, Rafael Jacinto Catedr�tico de Matem�tica Aplicada de la Universidad Polit�cnica de Val�ncia (UPV), actualmente imparte docencia en las asignaturas de Modelos Matem�ticos para ADE en la Facultad de Administraci�n y Direcci�n de Empresas. En cuanto a investigaci�n, pertenece al Instituto Universitario de Matem�tica Multidisciplinar donde investiga en modelos matem�ticos para el estudio de la din�mica de transmisi�n de enfermedades infecciosas.

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