Brownian Motion and Stochastic Flow Systems

Brownian Motion and Stochastic Flow Systems
Author: J. Michael Harrison
Publisher: Krieger Publishing Company
Total Pages: 140
Release: 1985
Genre: Mathematics
ISBN: 9780894644559

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Brownian Motion and Stochastic Flow Systems
Language: en
Pages: 140
Authors: J. Michael Harrison
Categories: Mathematics
Type: BOOK - Published: 1985 - Publisher: Krieger Publishing Company

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Brownian Motion and Stochastic Flow Systems
Language: en
Pages: 140
Authors: J. Michael Harrison
Categories: Mathematics
Type: BOOK - Published: 1985-05-14 - Publisher: Wiley

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Here is a systematic discussion of Brownian motion and Ito stochastic calculus. Develops the mathematical methods needed to analyze stochastic processes related
Stochastic Flows in the Brownian Web and Net
Language: en
Pages: 172
Authors: Emmanuel Schertzer
Categories: Mathematics
Type: BOOK - Published: 2014-01-08 - Publisher: American Mathematical Soc.

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It is known that certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the cont
Stochastic Flows and Stochastic Differential Equations
Language: en
Pages: 364
Authors: Hiroshi Kunita
Categories: Mathematics
Type: BOOK - Published: 1990 - Publisher: Cambridge University Press

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The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and t
Diffusion Processes and Related Problems in Analysis, Volume II
Language: en
Pages: 344
Authors: V. Wihstutz
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Speci