Stochastic Flows and Jump-Diffusions - Probability Theory and Stochastic Modelling - Hiroshi Kunita - Books - Springer Verlag, Singapore - 9789811338007 - April 9, 2019
In case cover and title do not match, the title is correct

Stochastic Flows and Jump-Diffusions - Probability Theory and Stochastic Modelling 2019 edition

Hiroshi Kunita

Price
£ 95.49
excl. VAT

Ordered from remote warehouse

Expected delivery Aug 12 - 22
Add to your iMusic wish list

Stochastic Flows and Jump-Diffusions - Probability Theory and Stochastic Modelling 2019 edition

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 723 g