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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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138 pages
Reading time
5 hours

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Focusing on the interconnections between diffusion stochastic processes, stochastic differential equations (SDEs), and fractional infinitesimal operators, this book offers a concise yet comprehensive exploration of these mathematical concepts. It has been rigorously classroom tested at Case Western Reserve University, catering to both senior and graduate students, ensuring that the material is accessible and pedagogically sound.

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Diffusion Processes, Jump Processes, and Stochastic Differential Equations, Wojbor A. Woyczyn ski

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Released
2024
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