Hiroshi Kunita

(Author)

Stochastic Flows and Stochastic Differential EquationsHardcover, 31 August 1990

Stochastic Flows and Stochastic Differential Equations
Temporarily out of stock
Free Delivery
Cash on Delivery
15 Days
Free Returns
Secure Checkout
Buy More, Save More
Part of Series
Cambridge Studies in Advanced Mathematics
Part of Series
Cambridge Studies in Advanced Mathematics (Hardcover)
Print Length
360 pages
Language
English
Publisher
Cambridge University Press
Date Published
31 Aug 1990
ISBN-10
0521350506
ISBN-13
9780521350501

Description

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.

Product Details

Author:
Hiroshi Kunita
Book Format:
Hardcover
Date Published:
31 August 1990
Dimensions:
22.81 x 15.19 x 2.39 cm
ISBN-10:
0521350506
ISBN-13:
9780521350501
Language:
English
Location:
Cambridge
Pages:
360
Weight:
625.96 gm

Need Help?
+971 6 731 0280
support@gzb.ae

About UsContact UsPayment MethodsFAQsShipping PolicyRefund and ReturnTerms of UsePrivacy PolicyCookie Notice

VisaMastercardCash on Delivery

© 2024 White Lion General Trading LLC. All rights reserved.