Diffusion Processes, Jump Processes, and Stochastic Differential Equations
€ 143,90
Informação do Produto
| ISBN | 9781032100678 |
|---|---|
| Editora | Taylor & Francis Ltd |
| Preço (iva excl.) | € 135,75 |
| Imposto | € 8,15 |
| Preço (iva inc.) | € 143,90 |
| Disponibilidade | Indisponível |
Descrição do Produto
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.