Stochastic Flows and Jump-Diffusions

by Hiroshi Kunita

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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 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...

Format:Hardcover

Language:English

ISBN:9811338000

ISBN13:9789811338007

Release Date:April 2019

Publisher:Springer

Length:352 Pages

Weight:1.53 lbs.

Dimensions:0.9" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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