Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Diffusion Processes, Jump Processes, and Stochastic Differential Equations
About this item
Full title
Author / Creator
Publisher
Milton: CRC Press
Date
2022
Language
English
Formats
Publication information
Publisher
Milton: CRC Press
Subjects
More information
Scope and Contents
Contents
Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between di?usion stochastic processes, stochastic differential equations and fractional infinitesimal operators. The draft of this book has been extensively classroom-tested by the author at Case Western...
Alternative Titles
Full title
Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_askewsholts_vlebooks_9781000475371
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_askewsholts_vlebooks_9781000475371
Other Identifiers
ISBN
1032100672,9781032100678,1032107278,9781032107271
DOI
10.1201/9781003216759
