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Boekhandel Douwes Den Haag

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Wojbor A. Woyczynski

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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 course that enrolled seniors and graduate students.

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Beschrijving 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.

ISBN
9781032100678
Pagina's
138
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Wiskunde algemeen
Druk
1
Uitvoering
Hardback
Taal
Engels
Uitgever
Taylor & Francis Ltd

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