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Diffusion Processes, Jump Processes, and Stochastic Differential Equations 1st edition
Wojbor A. Woyczynski
Diffusion Processes, Jump Processes, and Stochastic Differential Equations 1st edition
Wojbor A. Woyczynski
This book provides a compact exposition of the results explaining interrelations between di?usion stochastic processes, SDEs and the fractional in?nitesimal operators. The draft of this book has been extensively classroom tested by the author at CWRU in a course that enrolled seniors and graduate students.
144 pages, 16 Line drawings, color; 1 Tables, black and white; 16 Illustrations, color
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | March 21, 2022 |
ISBN13 | 9781032100678 |
Publishers | Taylor & Francis Ltd |
Pages | 138 |
Dimensions | 261 × 181 × 15 mm · 516 g |
Language | English |
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