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Stochastic Flows and Jump-Diffusions - Probability Theory and Stochastic Modelling Hiroshi Kunita 2019 edition
Stochastic Flows and Jump-Diffusions - Probability Theory and Stochastic Modelling
Hiroshi Kunita
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 jumps. In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms.
352 pages, 145 Illustrations, black and white; XVII, 352 p. 145 illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 9, 2019 |
| ISBN13 | 9789811338007 |
| Publishers | Springer Verlag, Singapore |
| Pages | 352 |
| Dimensions | 150 × 220 × 20 mm · 723 g |