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25 Remote Warehouse Mathematics- Probability and Statistics

Cambridge Studies in Advanced Mathematics #0024: Stochastic Flows and Stochastic Differential Equations

by

Cambridge Studies in Advanced Mathematics #0024: Stochastic Flows and Stochastic Differential Equations Cover

 

Synopses & Reviews

Publisher Comments:

Stochastic analysis and stochastic differential equations are rapidly developing fields in probability theory and its applications. This book provides a systematic treatment of stochastic differential equations and stochastic flow of diffeomorphisms and describes the properties of stochastic flows. Professor Kunita's approach regards the stochastic differential equation as a dynamical system driven by a random vector field, including K. Itô's classical theory. Beginning with a discussion of Markov processes, martingales and Brownian motion, Kunita reviews Itô's stochastic analysis. He places emphasis on establishing that the solution defines a flow of diffeomorphisms. This flow property is basic in the modern and comprehensive analysis of the solution and will be applied to solve the first and second order stochastic partial differential equations. This book will be valued by graduate students and researchers in probability. It can also be used as a textbook for advanced probability courses.

Synopsis:

The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations.

Synopsis:

The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations.

Table of Contents

1. Stochastic processes and random fields; 2. Continuous semimartingales and stochastic integrals; 3. Semimartingales with spatial parameter and stochastic integrals; 4. Stochastic flows; 5. Convergence of stochastic flows; 6. Stochastic partial differential equations.

Product Details

ISBN:
9780521599252
Editor:
Bollobas, B.
Editor:
Fulton, W.
Editor:
Bollobas, B.
Editor:
Bollobas, Bela
Editor:
Fulton, W.
Author:
Fulton, W.
Author:
Sarnak, P.
Author:
Kirwan, F.
Author:
Katok, A.
Author:
Bollobas, B.
Author:
Hiroshi, Kunita
Author:
Kunita, Hiroshi
Publisher:
Cambridge University Press
Location:
Cambridge
Subject:
Differential Equations
Subject:
Statistics
Subject:
Probability
Subject:
Probabilities
Subject:
Stochastic analysis
Subject:
Stochastic differential equations
Subject:
Flows (Differentiable dynamical systems)
Subject:
Probability & Statistics - General
Subject:
Mathematics | Probability and Statistics
Edition Description:
Trade paper
Series:
Cambridge Studies in Advanced Mathematics (Paperback)
Series Volume:
0024
Publication Date:
20020331
Binding:
TRADE PAPER
Grade Level:
Professional and scholarly
Language:
English
Pages:
364
Dimensions:
9.10x5.94x.89 in. 1.19 lbs.

Related Subjects

History and Social Science » Politics » General
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Cambridge Studies in Advanced Mathematics #0024: Stochastic Flows and Stochastic Differential Equations New Trade Paper
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$104.25 In Stock
Product details 364 pages Cambridge University Press - English 9780521599252 Reviews:
"Synopsis" by , The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations.
"Synopsis" by , The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations.
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