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Hardcover Stochastic Flows and Jump-Diffusions Book
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ISBN: 9811338000

ISBN13: 9789811338007

Stochastic Flows and Jump-Diffusions

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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...

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Format: Hardcover

Condition: New

$129.99
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Related Subjects

Math Mathematics Science & Math

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