Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diï¬usion stochastic processes, stochastic diï¬erential equations and the fractional inï¬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 ï¬nance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to ï¬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.
Price history
Mar 10, 2022
€85.79