Diffusion Processes, Jump Processes, and Stochastic Differential Equations - Wojbor A. Woyczynski

Instant online reading.
Don't wait for delivery!

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

By: Wojbor A. Woyczynski

Write A Review

Paperback | 27 May 2024

At a Glance

Paperback
138 Pages

Dimensions(cm)
25.4 x 17.78 x 0.76

Paperback

RRP $96.99

$92.75

or 4 interest-free payments of $23.19 with

or

Aims to ship in 30 to 35 business days

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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.