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Diffusion Processes, Jump Processes, And Stochastic Differential Equations

by Wojbor A. Woyczynski
language: english
Publisher: TAYLOR & FRANCIS LTD, March of 2022 ‧
128,42€
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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.

Diffusion Processes, Jump Processes, And Stochastic Differential Equations

by Wojbor A. Woyczynski

Property Description
ISBN: 9781032100678
Publisher: TAYLOR & FRANCIS LTD
Release Date: March of 2022
Language: English
Dimensions: 178 x 254 x 20 mm
Cover: Hardcover
Pages: 138
Format: Book
Categories: Books in English > Science > Mathematics
Books in English > Others
EAN: 9781032100678