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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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  • 138 pages
  • 5 hours of reading

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Focusing on the interrelations between diffusion stochastic processes, stochastic differential equations (SDEs), and fractional infinitesimal operators, the book offers a concise yet thorough exposition of these concepts. It has been classroom tested at Case Western Reserve University, ensuring its effectiveness for both senior and graduate students. This practical approach enhances understanding of complex mathematical theories through real-world applications and examples.

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

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Released
2022
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(Hardcover)
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Language
English
Released
2022
Format
Hardcover
Pages
138
ISBN13
9781032100678
Series
Description
Focusing on the interrelations between diffusion stochastic processes, stochastic differential equations (SDEs), and fractional infinitesimal operators, the book offers a concise yet thorough exposition of these concepts. It has been classroom tested at Case Western Reserve University, ensuring its effectiveness for both senior and graduate students. This practical approach enhances understanding of complex mathematical theories through real-world applications and examples.