Utvidet returrett til 31. januar 2025

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Om 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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9781032100678
  • Bindende:
  • Hardback
  • Sider:
  • 138
  • Utgitt:
  • 21. mars 2022
  • Dimensjoner:
  • 261x181x15 mm.
  • Vekt:
  • 516 g.
  • BLACK NOVEMBER
  På lager
Leveringstid: 4-7 virkedager
Forventet levering: 5. desember 2024

Beskrivelse av 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.

Brukervurderinger av Diffusion Processes, Jump Processes, and Stochastic Differential Equations



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