Diffusion Processes, Jump Processes, and Stochastic Differential Equations
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
WOYCZYNSKI, WOJBOR A.
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
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9781032100678Mladinska knjiga ID
9781032100678Leto izida
2022Datum izida
21.03.2022Število strani
138Status dobavljivosti
7-10 delovnih dniZaložnik
Taylor & Francis LtdAvtor
Woyczynski, Wojbor A.Dimenzije
181 x 261 x 15BIC
PBKJ,PBT,PBWLOpis
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.Pogosto kupljeno skupaj
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