Diffusion processes, jump processes, and stochastic differential equations /

"Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal operators. The draft of this book has bee...

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Bibliographic Details

Main Author:	Woyczyński, W. A. (Wojbor Andrzej), 1943- (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton : Chapman and Hall/CRC Press, 2022.
Edition:	First edition.
Subjects:	Diffusion processes. Jump processes. Stochastic differential equations. MATHEMATICS / Differential Equations Electronic books.
Online Access:	Connect to the full text of this electronic book