ISBN : 9781032100678
Author : Wojbor A. Woyczy?ski
Publisher : Chapman and Hall/CRC
Year : 2022
Language : English
Type : Book
Description : This book provides a compact exposition of the results explaining interrelations between di?usion stochastic processes, SDEs and the fractional in?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.