Diffusion Processes Jump Processes and Stochastic Differential Equations

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Diffusion Processes Jump Processes and Stochastic Differential Equations

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Diffusion Processes Jump Processes and Stochastic Differential Equations

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Diffusion Processes Jump Processes and Stochastic Differential Equations

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.
  • Brand: Taylor & Francis Ltd
  • Category: Education
  • Format: Paperback
  • Language: English
  • Publication Date: 2024-05-28
  • Publisher / Label: Taylor & Francis Ltd
  • Author: Diffusion Processes Jump Processes and Stochastic Differential Equations
  • Number of Pages: 138
  • Fruugo ID: 518849623-1056605759
  • ISBN: 9781032107271
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