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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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Pages
138 pages
Reading time
5 hours

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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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