Diffusion processes, jump processes, and stochastic differential equations
Auteur :
Woyczyński, Wojbor A.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032107271
Date de publication :
27 mai 2024
Dimensions :
25,4 x 17,8 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, SDEs and the fractional inï¬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.