Diffusion Processes, Jump Processes, and Stochastic Differential Equations

(Bog, Hardback, Engelsk)

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Beskrivelse

This book provides a compact exposition of the results explaining interrelations between di?usion stochastic processes, SDEs and the fractional in?nitesimal 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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Alle detaljer

Forlag Taylor & Francis Ltd
Forfatter Wojbor A. Woyczynski
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 21-03-2022
Første udgivelsesår 2022
Illustrationer 1 Tables, black and white; 16 Line drawings, color; 16 Illustrations, color
Originalsprog United Kingdom
Sideantal 138
Indbinding Hardback
Forlag Taylor & Francis Ltd
Sideoplysninger 138 pages, 1 Tables, black and white; 16 Line drawings, color; 16 Illustrations, color
Mål 181 x 261 x 15
ISBN-13 / EAN-13 9781032100678