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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| Format: | eBook |
| Language: | English |
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Boca Raton :
Chapman and Hall/CRC Press,
2022.
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| Edition: | First edition. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | "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 been extensively classroom tested by the author at Case Western Reserve University in a course that enrolled seniors and graduate students majoring in mathematics, statistics, engineering, physics, chemistry, economics and mathematical finance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to financial problems. Features Quickly and concisely builds from basic probability theory to advanced topics Suitable as a primary text for an advanced course in diffusion processes and stochastic differential equations Useful as supplementary reading across a range of topics. Table of Contents"-- |
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| Physical Description: | 1 online resource |
| ISBN: | 9781003216759 1003216757 9781000475357 1000475352 9781000475371 1000475379 |