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Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Af: Wojbor A. Woyczynski Engelsk Hardback

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Af: Wojbor A. Woyczynski Engelsk Hardback
Tjek vores konkurrenters priser

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal 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 finance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to financial problems.

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.
Tjek vores konkurrenters priser
Normalpris
kr 907
Fragt: 39 kr
6 - 8 hverdage
20 kr
Pakkegebyr
God 4 anmeldelser på
Tjek vores konkurrenters priser

Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, stochastic differential equations and the fractional infinitesimal 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 finance. The last topic proved to be particularly popular among students looking for careers on Wall Street and in research organizations devoted to financial problems.

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.
Produktdetaljer
Sprog: Engelsk
Sider: 138
ISBN-13: 9781032100678
Indbinding: Hardback
Udgave:
ISBN-10: 1032100672
Udg. Dato: 1 jan 1900
Længde: 15mm
Bredde: 261mm
Højde: 181mm
Forlag: Taylor & Francis Ltd
Oplagsdato: 1 jan 1900
Forfatter(e): Wojbor A. Woyczynski
Forfatter(e) Wojbor A. Woyczynski


Kategori Differentialregning & ligninger


ISBN-13 9781032100678


Sprog Engelsk


Indbinding Hardback


Sider 138


Udgave


Længde 15mm


Bredde 261mm


Højde 181mm


Udg. Dato 1 jan 1900


Oplagsdato 1 jan 1900


Forlag Taylor & Francis Ltd

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