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Stochastic Flows And Jump-Diffusions
language: english
Publisher:
SPRINGER VERLAG, SINGAPORE, April of 2019 ‧
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106,80€
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9789811338007 |
| Publisher: | SPRINGER VERLAG, SINGAPORE |
| Release Date: | April of 2019 |
| Language: | English |
| Dimensions: | 155 x 235 x 20 mm |
| Cover: | Hardcover |
| Pages: | 352 |
| Format: | Book |
| Collection: | Probability Theory And Stochastic Modelling |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
Books in English > Economics, Finance and Accounting > Finances Books in English > Others |
| EAN: | 9789811338007 |
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