Diffusion processes, jump processes, and stochastic differential equations / Wojbor A. Woyczynski, Case Western Reserve University, USA.
| Author/creator | Woyczy¿„ski, W. A., 1943- |
| Format | Electronic |
| Edition | First edition. |
| Publication Info | Boca Raton : Chapman & Hall/CRC Press, 2022. |
| Description | pages cm |
| Supplemental Content | Full text available from Taylor & Francis eBooks |
| Subjects |
| Abstract | "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. Features Quickly and concisely builds from basic probability theory to advanced topics Suitable as a primary text for an advanced course in diffusion processes and stochastic differential equations Useful as supplementary reading across a range of topics. Table of Contents"-- Provided by publisher. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2021032255 |
| ISBN | 9781032100678 (hardback) |
| ISBN | 9781032107271 (paperback) |
| ISBN | (ebook) |