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Wojbor A.Woyczynski

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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  • More about Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Format: Hardback
Length: 126 pages
Publication date: 21 March 2022
Publisher: Taylor & Francis Ltd

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.

Weight: 516g
Dimension: 181 x 261 x 15 (mm)
ISBN-13: 9781032100678

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