Beyond the Triangle: Brownian Motion, Ito Calculus, and Fokker–Planck Equation — Fractional Generalizations
Authors : Sabir Umarov (University of New Haven, USA), Marjorie Hahn (Tufts University, USA), Kei Kobayashi (Fordham University, USA)
Publisher : World Scientific
ISBN : 978-981-3230-91-0
This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students.
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