Stochastic Flows and Jump-Diffusions

by Hiroshi Kunita

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...

• Format: Hardcover
• Language: English
• ISBN: 9811338000
• ISBN13: 9789811338007
• Release Date: April 2019
• Publisher: Springer
• Length: 352 Pages
• Weight: 1.53 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"