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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Language EnglishEnglish
Book Hardback
Book Diffusion Processes, Jump Processes, and Stochastic Differential Equations Wojbor A. Woyczynski
Libristo code: 36623544
Publishers Taylor & Francis Ltd, March 2022
This book provides a compact exposition of the results explaining interrelations between diffusion st... Full description
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This book provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, SDEs and the fractional infinitesimal 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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About the book

Full name Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Author Wojbor A. Woyczynski
Language English
Binding Book - Hardback
Date of issue 2022
Number of pages 126
EAN 9781032100678
ISBN 1032100672
Libristo code 36623544
Publishers Taylor & Francis Ltd
Weight 516
Dimensions 261 x 181 x 15

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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