Diffusion Processes, Jump Processes, and Stochastic Differential EquationsКНИГИ » НАУКА И УЧЕБА
Название: Diffusion Processes, Jump Processes, and Stochastic Differential Equations Автор: Wojbor A. Woyczynski Издательство: CRC Press Год: 2022 Страниц: 139 Размер: 10.18 МБ Формат: PDF Язык: English
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 in?nitesimal 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 ?nance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to ?nancial 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.
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Diffusion Processes, Jump Processes, and Stochastic Differential Equations 
