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Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Hardcover
General MathematicsProbability & Statistics
ISBN13: 9781032100678
Publisher: Crc Pr Inc
Published: Mar 21 2022
Pages: 138
Weight: 1.02
Height: 0.38 Width: 7.00 Depth: 10.00
Language: English
This book provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, SDEs and the fractional infinitesimal operators. The draft of this book has been extensively classroom tested by the author at CWRU in a course that enrolled seniors and graduate students.
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