{"product_id":"diffusion-processes-jump-processes-and-stochastic-differential-equations","title":"Diffusion Processes, Jump Processes, and Stochastic Differential Equations","description":"\u003cp\u003e\u003cstrong\u003e\u003cem\u003eDiffusion Processes, Jump Processes, and Stochastic Differential Equations\u003c\/em\u003e\u003c\/strong\u003e 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. \u003c\/p\u003e\u003cp\u003eFeatures \u003c\/p\u003e\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e \u003c\/p\u003e \u003c\/li\u003e\n\u003cli\u003eQuickly and concisely builds from basic probability theory to advanced topics \u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e \u003c\/p\u003e \u003c\/li\u003e\n\u003cli\u003eSuitable as a primary text for an advanced course in diffusion processes and stochastic differential equations \u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e \u003c\/p\u003e \u003c\/li\u003e\n\u003cli\u003eUseful as supplementary reading across a range of topics.\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Taylor \u0026 Francis Ltd","offers":[{"title":"Default Title","offer_id":54239073632600,"sku":"9781032100678","price":107.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781032100678_90684e91-9f52-4997-9ce5-3dc75cc3af95.jpg?v=1777591824","url":"https:\/\/agendabookshop.com\/products\/diffusion-processes-jump-processes-and-stochastic-differential-equations","provider":"Agenda Bookshop","version":"1.0","type":"link"}