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Diffusion Processes, Jump Processes, and Stochastic Differential Equations|Wojbor A. Woyczyński

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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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.

This item is Non-Returnable

Details

  • ISBN-13: 9781032107271
  • ISBN-10: 1032107278
  • Publisher: CRC Press
  • Publish Date: May 2024
  • Dimensions: 10 x 7 x 0.3 inches
  • Shipping Weight: 0.56 pounds
  • Page Count: 138

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