Diffusion processes, jump processes, and stochastic differential equations /

Saved in:
Bibliographic Details
Author / Creator:Woyczyński, W. A. (Wojbor Andrzej), 1943- author.
Edition:First edition.
Imprint:Boca Raton, FL : Chapman & Hall/CRC Press, 2022.
©2022
Description:1 online resource () : illustrations (some color)
Language:English
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12732906
Hidden Bibliographic Details
ISBN:9781003216759
1003216757
9781000475357
1000475352
9781000475371
1000475379
9781032100678
9781032107271
Notes:Includes bibliographical references and index.
Wojbor A. WoyczyDski earned his PhD in Mathematics in 1968 from Wroclaw University, Poland. He moved to the U.S. in 1970, and since 1982, has been the Professor of Mathematics and Statistics at Case Western Reserve University in Cleveland, where he served as chairman of the department from 1982to 1991, and from 2001 to 2002. He has held tenured faculty positions at Wroclaw University, Poland, and at Cleveland State University, and visiting appointments at Carnegie-Mellon University, and Northwestern University. He has also given invited lecture series on short-term research visits at University of North Carolina, University of South Carolina, University of Paris, Gottingen University, Aarhus University, NagoyaUniversity, University of Tokyo, University of Minnesota, the National University of Taiwan, Taipei, Humboldt University in Berlin, Germany, and the University of New South Wales in Sydney. He is also (co)author and/or editor of more than fifteen books on probability theory, harmonic and functional analysis, and applied mathematics, and currently serves as a member of the editorial board of the Applicationes Mathematicae, Springer monograph series UTX, and as a managing editor of the journal Probability and Mathematical Statistics. His research interests include probability theory, stochastic models, functional analysis and partial differentialequations and their applications in statistics, statistical physics, surface chemistry, hydrodynamics and biomedicine in which he has published about 200 research papers. He has been the advisor of more than 40 graduate students. Among other honors, in 2013 he was awarded Paris Prix la Recherche, Laureat Mathematiques, for work on mathematical evolution theory. He is currently Professor of Mathematics, Applied Mathematics and Statistics, and Director of the Case Center for Stochastic and Chaotic Processes in Science and Technology at Case Western Reserve University, in Cleveland, Ohio, U.S.A.
Description based on online resource; title from digital title page (viewed on March 24, 2022).
Other form:Print version: Woyczyński, W. A. 1943- Diffusion processes, jump processes, and stochastic differential equations First edition. Boca Raton : Chapman & Hall/CRC Press, 2022 9781032100678

MARC

LEADER 00000nam a2200000 i 4500
001 12732906
006 m||||||||d||||||||
007 cr||n|||||||||
008 210802t20222022flua ob 001 0 eng
005 20220608164714.0
010 |a  2021032256 
035 9 |a (GOBI)99990909130 
040 |a DLC  |b eng  |e rda  |c DLC  |d OCLCO  |d TYFRS  |d OCLCF  |d YDX 
020 |a 9781003216759  |q electronic book 
020 |a 1003216757  |q electronic book 
020 |a 9781000475357  |q electronic book 
020 |a 1000475352  |q electronic book 
020 |a 9781000475371  |q electronic book 
020 |a 1000475379  |q electronic book 
020 |z 9781032100678  |q hardcover 
020 |z 9781032107271  |q paperback 
035 |a (OCoLC)1264734933 
037 |a 9781003216759  |b Taylor & Francis 
042 |a pcc 
050 4 |a QA274.75  |b .W69 2022 
072 7 |a MAT  |x 029040  |2 bisacsh 
072 7 |a MAT  |x 007000  |2 bisacsh 
072 7 |a PBWL  |2 bicssc 
082 0 0 |a 519.2/33  |2 23 
100 1 |a Woyczyński, W. A.  |q (Wojbor Andrzej),  |d 1943-  |e author. 
245 1 0 |a Diffusion processes, jump processes, and stochastic differential equations /  |c Wojbor A. Woyczyński, Case Western Reserve University, USA. 
250 |a First edition. 
264 1 |a Boca Raton, FL :  |b Chapman & Hall/CRC Press,  |c 2022. 
264 4 |c ©2022 
300 |a 1 online resource () :  |b illustrations (some color) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
504 |a Includes bibliographical references and index. 
545 0 |a Wojbor A. WoyczyDski earned his PhD in Mathematics in 1968 from Wroclaw University, Poland. He moved to the U.S. in 1970, and since 1982, has been the Professor of Mathematics and Statistics at Case Western Reserve University in Cleveland, where he served as chairman of the department from 1982to 1991, and from 2001 to 2002. He has held tenured faculty positions at Wroclaw University, Poland, and at Cleveland State University, and visiting appointments at Carnegie-Mellon University, and Northwestern University. He has also given invited lecture series on short-term research visits at University of North Carolina, University of South Carolina, University of Paris, Gottingen University, Aarhus University, NagoyaUniversity, University of Tokyo, University of Minnesota, the National University of Taiwan, Taipei, Humboldt University in Berlin, Germany, and the University of New South Wales in Sydney. He is also (co)author and/or editor of more than fifteen books on probability theory, harmonic and functional analysis, and applied mathematics, and currently serves as a member of the editorial board of the Applicationes Mathematicae, Springer monograph series UTX, and as a managing editor of the journal Probability and Mathematical Statistics. His research interests include probability theory, stochastic models, functional analysis and partial differentialequations and their applications in statistics, statistical physics, surface chemistry, hydrodynamics and biomedicine in which he has published about 200 research papers. He has been the advisor of more than 40 graduate students. Among other honors, in 2013 he was awarded Paris Prix la Recherche, Laureat Mathematiques, for work on mathematical evolution theory. He is currently Professor of Mathematics, Applied Mathematics and Statistics, and Director of the Case Center for Stochastic and Chaotic Processes in Science and Technology at Case Western Reserve University, in Cleveland, Ohio, U.S.A. 
588 |a Description based on online resource; title from digital title page (viewed on March 24, 2022). 
650 0 |a Diffusion processes. 
650 0 |a Jump processes. 
650 0 |a Stochastic differential equations. 
650 7 |a MATHEMATICS / Differential Equations  |2 bisacsh 
650 7 |a Diffusion processes.  |2 fast  |0 (OCoLC)fst00893561 
650 7 |a Jump processes.  |2 fast  |0 (OCoLC)fst00984814 
650 7 |a Stochastic differential equations.  |2 fast  |0 (OCoLC)fst01133506 
776 0 8 |i Print version:  |a Woyczyński, W. A. 1943-  |t Diffusion processes, jump processes, and stochastic differential equations  |b First edition.  |d Boca Raton : Chapman & Hall/CRC Press, 2022  |z 9781032100678  |w (DLC) 2021032255 
856 4 0 |u https://www.taylorfrancis.com/books/9781003216759  |y Taylor & Francis eBooks  |x 999 
901 |a YBPebook 
929 |a eresource 
999 f f |s cc62a9d1-abb4-4767-82ce-e3f5ff4f2294  |i ae5554ae-0cae-45c1-b25c-7a60778a822d 
928 |t Library of Congress classification  |a QA274.75.W69 2022  |l Online  |c UC-FullText  |u https://www.taylorfrancis.com/books/9781003216759  |z Taylor & Francis eBooks  |g ebooks  |e DOED  |i 12869197