Diffusion Processes, Jump Processes, and Stochastic Differential Equations

by Wojbor A Woyczynski and Wojbor A. Woyczynski

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1032107278
• ISBN13: 9781032107271
• Release Date: May 2024
• Publisher: CRC Press
• Length: 138 Pages
• Weight: 0.56 lbs.
• Dimensions: 0.3" x 7.0" x 10.0"