Diffusion processes, jump processes, and stochastic differential equations

Author(s)

• Woyczyński, W. A. (Wojbor Andrzej)

Bibliographic Information

Diffusion processes, jump processes, and stochastic differential equations

Wojbor A. Woyczynski

Chapman & Hall/CRC Press, c2022

First edition

• :hbk.

Note

Includes bibliographical references and index

Details

• NCID: BC09382425
• ISBN:
  • 9781032100678
• LCCN: 2021032255
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xi, 126 p.
• Size: 26 cm
• Classification:
  • LCC : QA274.75
  • DC23 : 519.2/33
• Subject Headings:
  • LCSH : Diffusion processes
  • LCSH : Jump processes
  • LCSH : Stochastic differential equations