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Diffusion Processes, Jump Processes, and Stochastic Differential Equations - Wojbor A. Woyczynski - Bog

af Wojbor A. Woyczynski
Diffusion Processes, Jump Processes, and Stochastic Differential Equations af Wojbor A. Woyczynski
Bag om Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032107271
  • Indbinding:
  • Paperback
  • Sideantal:
  • 138
  • Udgivet:
  • 27. maj 2024
  • Størrelse:
  • 178x252x9 mm.
  • Vægt:
  • 310 g.
  • 2-4 uger.
  • 28. januar 2025
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Forlænget returret til d. 31. januar 2025
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Beskrivelse af Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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.

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