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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

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


Authors
Wojbor A. Woyczynski
ISBN
9781032100678
Published
Binding
Hardcover
Pages
126
Dimensions
178 x 254mm

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.
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