Stochastic flows and jump-diffusions
Auteur :
Kunita, Hiroshi
Éditeur :
Springer Verlag, Singapore
ISBN :
9789811338007
Date de publication :
9 avr. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
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.