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, FL : Chapman & Hall/CRC Press, 2022.
Edition:First edition.
Subjects:
Online Access:Connect to the full text of this electronic book