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