Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Wojbor A. Woyczyński
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.
年:
2022
出版:
First
出版社:
CRC Press
语言:
english
页:
126
ISBN 10:
1032107278
ISBN 13:
9782021032253
ISBN:
2021032255
文件:
PDF, 8.18 MB
IPFS:
,
english, 2022