Bilde av Diffusion Processes, Jump Processes, And Stochastic Differential Equations Av Wojbor A. (case Western Reserve University Cleveland Ohio Usa) Woyczynsk

Diffusion Processes, Jump Processes, And Stochastic Differential Equations Av Wojbor A. (case Western Reserve University Cleveland Ohio Usa) Woyczynsk

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between di?usion stochastic processes, stochastic di?erential equations and the fractional in?nitesimal 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 ?nance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to ?nancial problems. Features<UL><LI>Quickly and concisely builds from basic probability theory to advanced topics </LI><LI>Suitable as a primary text for an advanced course in diffusion processes and stochastic differential equations </LI><LI>Useful as supple

Pris: kr 986.00 fra Norli

Butikk	Produktnavn	Lagerstus	Pris
	Diffusion Processes, Jump Processes, And Stochastic Differential Equations Av Wojbor A. (case Western Reserve University Cleveland Ohio Usa) Woyczynsk	Se butikk	kr 986.00	Besøk butikk

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Diffusion Processes, Jump Processes, And Stochastic Differential Equations Av Wojbor A. (case Western Reserve University Cleveland Ohio Usa) Woyczynsk

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