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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal operators. The draft of this book has been extensively classroom tested by the author at Case Western Reserve University in a course that enrolled seniors and graduate students majoring in mathematics, statistics, engineering, physics, chemistry, economics and mathematical finance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to financial problems.
Request Code : ZLIBIO3230292
Categories:
Year:
2022
Edition:
1
Publisher:
CRC Press
Language:
English
Pages:
126
ISBN 10:
2021032256
ISBN 13:
9781003216759
ISBN:
2021032255,2021032256,9781032100678,9781032107271,9781003216759

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