Stochastic Flows And Jump-diffusions - Hiroshi Kunita

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Stochastic Flows And Jump-diffusions - Hiroshi Kunita

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Stochastic Flows And Jump-diffusions - Hiroshi Kunita

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Stochastic Flows And Jump-diffusions - Hiroshi Kunita

This Monograph Presents A Modern Treatment Of (1) Stochastic Differential Equations And (2) Diffusion And Jump-diffusion Processes. The Simultaneous Treatment Of Diffusion Processes And Jump Processes In This Book Is Unique: Each Chapter Starts From Continuous Processes And Then Proceeds To Processes With The First Part Of The Book, It Is Shown That Solutions Of Stochastic Differential Equations Define Stochastic Flows Of Diffeomorphisms. Then, The Relation Between Stochastic Flows And Heat Equations Is Discussed.
  • Brand: Unbranded
  • Category: Business, Finance & Law
  • Format: Hardcover
  • Language: English
  • Publication Date: 2019-04-09
  • Publisher / Label: Springer Nature B.V
  • Author: Hiroshi Kunita
  • Number of Pages: 372
  • Fruugo ID: 469789477-983744396
  • ISBN: 9789811338007

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