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Stochastic Flows and Stochastic Differential Equations (English, Hiroshi Kunita | Kunita Hiroshi | Bela Bollobas)-53% OFF
Science & Mathematics

Stochastic Flows and Stochastic Differential Equations (English, Hiroshi Kunita | Kunita Hiroshi | Bela Bollobas)

By Hiroshi Kunita | Kunita Hiroshi | Bela BollobasCambridge University Press
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ISBN-139780521599252
ISBN-100521599253

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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 cla…

ISBN: 9780521599252

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