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Diffusion processes, jump processes, and stochastic differential equations /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Diffusion processes, jump processes, and stochastic differential equations /Wojbor A. Woyczynski, Case Western Reserve University, USA.
Author:	Woyczyński, W. A.
Description:	xi, 126 pages :illustrations (some color) ;27 cm
Subject:	Diffusion processes.
ISBN:	9781032100678

Diffusion processes, jump processes, and stochastic differential equations /
Woyczyński, W. A.1943-

Diffusion processes, jump processes, and stochastic differential equations /Wojbor A. Woyczynski, Case Western Reserve University, USA. - First edition. - xi, 126 pages :illustrations (some color) ;27 cm

Includes bibliographical references and index.

"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"--

ISBN: 9781032100678

Standard No.: cam 2200373 i 4500

LCCN: 2021032255Subjects--Topical Terms:

186291
Diffusion processes.

LC Class. No.: QA274.75 / .W69 2022

Dewey Class. No.: 519.2/33

Diffusion processes, jump processes, and stochastic differential equations /
LDR:02456nam a2200385 a 4500 001 616709
003 OCoLC
005 20221006041714.0
008 221006t20222022flua b 001 0 eng
010 $a 2021032255
020 $a 9781032100678 $q hardcover
020 $a 1032100672 $q hardcover
020 $a 9781032107271 $q paperback
020 $a 1032107278 $q paperback
020 $z 9781003216759 $q electronic book
024 2 1 $a cam 2200373 i 4500
035 $a (OCoLC)1264723264
035 $a on1264723264
040 $a DLC $b eng $e rda $c DLC $d OCLCO $d OCLCF $d BDX $d OCLCO $d YDX
042 $a pcc
049 $a NUKM
050 0 0 $a QA274.75 $b .W69 2022
082 0 0 $a 519.2/33 $2 23
100 1 $a Woyczyński, W. A. $q (Wojbor Andrzej), $d 1943- $e author. $3 916388
245 1 0 $a Diffusion processes, jump processes, and stochastic differential equations / $c Wojbor A. Woyczynski, Case Western Reserve University, USA.
250 $a First edition.
264 1 $a Boca Raton : $b CRC Press, Taylor & Francis Group, $c 2022.
264 4 $c ©2022
300 $a xi, 126 pages : $b illustrations (some color) ; $c 27 cm
336 $a text $b txt $2 rdacontent
337 $a unmediated $b n $2 rdamedia
338 $a volume $b nc $2 rdacarrier
504 $a Includes bibliographical references and index.
520 $a "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"-- $c Provided by publisher.
650 0 $a Diffusion processes. $3 186291
650 0 $a Jump processes. $3 242045
650 0 $a Stochastic differential equations. $3 185784
650 6 $a Processus de diffusion. $3 916299
650 6 $a Processus de sauts. $3 916300
650 6 $a Équations différentielles stochastiques. $3 916389
776 0 8 $i Online version: $a Woyczynski, Wojbor A. $t Diffusion processes, jump processes, and stochastic differential equations $b 1. $d Boca Raton : Chapman & Hall, CRC Press, 2022 $z 9781003216759 $w (DLC) 2021032256
938 $a Brodart $b BROD $n 131825542
994 $a C0 $b TWNUK