Lectures on Stochastic Flows and Applications

Lectures on Stochastic Flows and Applications
Author: H. Kunita
Publisher:
Total Pages: 144
Release: 1986
Genre: Flows (Differentiable dynamical systems).
ISBN:

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Lectures on Stochastic Flows and Applications
Language: en
Pages: 144
Authors: H. Kunita
Categories: Flows (Differentiable dynamical systems).
Type: BOOK - Published: 1986 - Publisher:

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Lectures on Stochastic Flows and Applications
Language: en
Pages: 121
Authors: H. Kunita
Categories: Science
Type: BOOK - Published: 1987-03-09 - Publisher: Springer

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These are the notes of a lecture course given by the author at the T.I.F.R. Centre, Bangalore in late 1985. The contents are divided into three chapters conclud
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
An Introduction to the Geometry of Stochastic Flows
Language: en
Pages: 152
Authors: Fabrice Baudoin
Categories: Mathematics
Type: BOOK - Published: 2004 - Publisher: World Scientific

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This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stre
Stochastic Analysis: A Series of Lectures
Language: en
Pages: 402
Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2015-07-28 - Publisher: Birkhäuser

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This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The top