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Diffusion Processes, Jump Processes, and Stochastic Differential Equations
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Type: BOOK - Published: 2022-03-09 - Publisher: CRC Press

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Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffus
Stochastic Flows and Jump-Diffusions
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This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment o
Applied Stochastic Control of Jump Diffusions
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Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap
Diffusion Processes, Jump Processes, and Stochastic Differential Equations
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"Diffusion Processes, Jump Processes, and Stochastic Differential Equations provides a compact exposition of the results explaining interrelations between diffu
Stochastic Analysis and Diffusion Processes
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Authors: Gopinath Kallianpur
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Stochastic Analysis and Diffusion Processes presents a simple, mathematical introduction to Stochastic Calculus and its applications. The book builds the basic