Beyond the triangle Brownian motion, Ito calculus, and Fokker-Planck equation - fractional generalizations

書目詳細資料
Main Authors:	Umarov, Sabir (Author), Hahn, Marjorie G. (Author), Kobayashi, Kei (Author)
格式:	圖書
語言:	英语
出版:	Singapore World Scientific [2018]
主題:	Brownian motion processes. Fokker-Planck equation. Stochastic differential equations.