Diffusion Processes, Jump Processes, and Stochastic Differential Equations - Wojbor A. Woyczynski - Books - Taylor & Francis Ltd - 9781032107271 - May 27, 2024
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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Wojbor A. Woyczynski

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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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.


138 pages, 1 Tables, black and white; 16 Line drawings, color; 16 Illustrations, color

Media Books     Paperback Book   (Book with soft cover and glued back)
Released May 27, 2024
ISBN13 9781032107271
Publishers Taylor & Francis Ltd
Pages 138
Dimensions 178 × 252 × 9 mm   ·   310 g

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