Diffusion Processes, Jump Processes, and Stochastic Differential Equations / Najlacnejšie knihy
Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Code: 36623544

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

by Wojbor A. Woyczynski

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 b ... more

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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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