Stochastic Flows and Jump-Diffusions (Bog, Hardback, Engelsk) af Hiroshi Kunita

Stochastic Flows and Jump-Diffusions

(Bog, Hardback, Engelsk)
Forfatter: Hiroshi Kunita

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Beskrivelse

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.

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Alle detaljer

Forlag Springer Verlag, Singapore
Forfatter Hiroshi Kunita
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2019 ed.
Udgivelsesdato 09-04-2019
Første udgivelsesår 2019
Serie Probability Theory and Stochastic Modelling
Illustrationer 145 Illustrations, black and white
Originalsprog Singapore
Sideantal 352
Indbinding Hardback
Forlag Springer Verlag, Singapore
Sideoplysninger 352 pages, 145 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9789811338007