Stochastic Flows and Stochastic Differential Equations

Released on by Hiroshi Kunita
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  • Stochastic Flows and Stochastic Differential Equations Book Detail

  • Author : Hiroshi Kunita
  • Release Date : 1990
  • Publisher : Cambridge University Press
  • Genre : Mathematics
  • Pages : 364
  • ISBN 13 : 9780521599252
  • File Size : 77,77 MB
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Stochastic Flows and Stochastic Differential Equations by Hiroshi Kunita PDF Summary

Book Description: The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and through the former to study the properties of stochastic flows.The classical theory was initiated by K. Itô and since then has been much developed. Professor Kunita's approach here is to regard the stochastic differential equation as a dynamical system driven by a random vector field, including thereby Itô's theory as a special case. The book can be used with advanced courses on probability theory or for self-study.

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Stochastic Flows and Jump-Diffusions

Stochastic Flows and Jump-Diffusions

File Size : 1,1 MB
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This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment o