- Category: Books » Mathematics » Probability & Statistics - General
- Format: Paperback Learn more about the Paperback format using Tower WIKI.
- Publisher: Cambridge Univ Pr
- ISBN: 0521599253
- WAPI (Tower ID): 107140930
- Release Date: May 1, 1997
- Average Customer Review: There are no customer reviews yet. Be the first to write a review!
- Tower.com Sales Rank: #779588 in Books (See Top 100 Books Bestsellers)
- #7269 in Mathematics (See Top 100 Mathematics Bestsellers)
- #1291 in Probability & Statistics - General (See Top 100 Probability & Statistics - General Bestsellers)
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Product DescriptionRun a Quick Search on "Stochastic Flows and Stochastic Differential Equations" by Hiroshi Kunita to Browse Related Products:Browse more products related to "Stochastic Flows and Stochastic Differential Equations"Browse more products related to "Hiroshi Kunita"AnnotationStochastic 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. Ito's classical theory. Beginning with a discussion of Markov processes, martingales and Brownian motion, Kunita reviews Ito'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. If You Enjoy "Stochastic Flows and Stochastic Differential Equations (Paperback)", May We Also Recommend:Customer Reviews for "Stochastic Flows and Stochastic Differential Equations (Paperback)" by Hiroshi Kunita (Author)There are no customer reviews yet. Be the first to write a review! Probability & Statistics - General Bestsellers
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