Stochastic Flows and Stochastic Differential Equations (English, Hiroshi Kunita | Kunita Hiroshi | Bela Bollobas)
by Hiroshi Kunita | Kunita Hiroshi | Bela Bollobas
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About the Book
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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