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Stochastic Flows And Jump-Diffusions eBook

by Hiroshi Kunita
language: english
Publisher: Springer Nature Singapore, March of 2019 ‧
145,09€
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Ebook for ADE
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.

Stochastic Flows And Jump-Diffusions

by Hiroshi Kunita

Property Description
ISBN: 9789811338014
Publisher: Springer Nature Singapore
Release Date: March of 2019
Language: English
Format: eBook
File Format and Compatibility:
Collection: Probability Theory And Stochastic Modelling
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9789811338014
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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