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Stochastic Flows And Jump-Diffusions
idioma: inglês
Editor:
SPRINGER VERLAG, SINGAPORE, abril de 2019 ‧
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148,70€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9789811338007 |
| Editor: | SPRINGER VERLAG, SINGAPORE |
| Data de Lançamento: | abril de 2019 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa dura |
| Páginas: | 352 |
| Tipo de produto: | Livro |
| Coleção: | Probability Theory And Stochastic Modelling |
| Classificação Temática: |
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Economia, Finanças e Contabilidade
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Economia
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| EAN: | 9789811338007 |
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