Recenze Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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This book provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, SDEs and the fractional infinitesimal operators. The draft of this book has been extensively classroom tested by the author at CWRU in a course that enrolled seniors and... číst celé 

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