Beyond the Triangle: Brownian Motion, Ito Calculus, and Fokker-Planck Equation - Fractional Generalizations
نویسندگان: Sabir Umarov, Marjorie Hahn, Kei Kobayashi
خلاصه: The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker–Planck–Kolmogorov equations