Diffusion Processes, Jump Processes, and Stochastic Differential Equations

這本書提供了一個簡潔的陳述，解釋了擴散隨機過程、隨機微分方程（SDEs）和分數無窮小算子之間的相互關係。這本書的初稿已經在CWRU（Case Western Reserve University）的一門高年級和研究生課程中由作者廣泛地進行了教室測試。

Wojbor A. Woyczyński was a mathematics and statistics professor, who was born and educated in Poland. He earned his M.Sc. in Electrical and Computer Engineering at Wroclaw University of Technology in 1966, and his Ph.D. in Mathematics, at the University of Wroclaw in 1968, when he was 23 years old. He spent most of his career teaching at Case Western Reserve University in Cleveland, Ohio, USA where he started working in 1982, when he was hired as chair of the Department of Mathematics and Statistics. He published over 160 papers and many books, including this, his 18th book, delving into a wide array of topics in mathematics. His research interests stretched from mainstream probability theory, to mathematical physics and turbulence theory, operations research and financial mathematics, to mathematical biology. In 1992 he published a monograph on "Random Series and Stochastic Integrals", co-written with Stanis law Kwapień. The paper "Lévy Flights in Evolutionary Ecology," co-written with two French mathematicians, Sylvie Méléard and Benjamin Jourdain, won the 2013 prize La Recherche for the best work in the field of mathematics. He published a number of works honoring the great mathematicians of preceding generations. Early in his career, in 1986, he was elected as a Fellow of the Institute of Mathematics. He served as an editorial board member of Probability and Mathematical Statistics, Annals of Applied Probability, and Stochastic Processes and Their Applications. This book was published posthumously, with the consent of his family.

Wojbor A. Woyczyński是一位數學和統計學教授，出生並在波蘭接受教育。他於1966年在弗羅茨瓦夫理工大學獲得電機與電腦工程碩士學位，並於1968年在弗羅茨瓦夫大學獲得數學博士學位，當時他只有23歲。他大部分的職業生涯都在美國俄亥俄州克利夫蘭的凱斯西儲大學任教，於1982年開始擔任數學和統計學系主任。他發表了超過160篇論文和許多書籍，包括這本是他的第18本書，涵蓋了各種數學主題。他的研究興趣涵蓋了主流概率論、數學物理和紊流理論、運籌學和金融數學，以及數學生物學。1992年，他與Stanisław Kwapień合著了一本關於「隨機級數和隨機積分」的專著。他與兩位法國數學家Sylvie Méléard和Benjamin Jourdain合著的論文「演化生態學中的Lévy飛行」贏得了2013年La Recherche數學領域最佳論文獎。他還發表了一些向前幾代偉大數學家致敬的作品。在他職業生涯的早期，於1986年當選為數學研究所的會士。他曾擔任《概率與數學統計》、《應用概率學報》和《隨機過程及其應用》的編輯委員會成員。這本書是在他去世後出版的，經過家人的同意。