منو
رکورد قبلیرکورد بعدی

" Stochastic flows and jump-diffusions / "


Document Type : BL
Record Number : 891245
Main Entry : Kunita, H.
Title & Author : Stochastic flows and jump-diffusions /\ Hiroshi Kunita.
Publication Statement : Singapore :: Springer,, 2019.
Series Statement : Probability theory and stochastic modelling,; volume 92
Page. NO : 1 online resource (xvii, 352 pages) :: illustrations
ISBN : 9789811338007
: : 9789811338014
: : 9789811338021
: : 9811338000
: : 9811338019
: : 9811338027
: 9789811338007
Bibliographies/Indexes : Includes bibliographical references and index.
Contents : Intro; Preface; Introduction; Contents; 1 Probability Distributions and Stochastic Processes; 1.1 Probability Distributions and Characteristic Functions; 1.2 Gaussian, Poisson and Infinitely Divisible Distributions; 1.3 Random Fields and Stochastic Processes; 1.4 Wiener Processes, Poisson Random Measures and LévyProcesses; 1.5 Martingales and Backward Martingales; 1.6 Quadratic Variations of Semi-martingales; 1.7 Markov Processes and Backward Markov Processes; 1.8 Kolmogorov's Criterion for the Continuity of Random Field; 2 Stochastic Integrals
: 2.1 Itô's Stochastic Integrals by Continuous Martingale and Wiener Process2.2 Itô's Formula and Applications; 2.3 Regularity of Stochastic Integrals Relative to Parameters; 2.4 Fisk-Stratonovitch Symmetric Integrals; 2.5 Stochastic Integrals with Respect to Poisson Random Measure; 2.6 Jump Processes and Related Calculus; 2.7 Backward Integrals and Backward Calculus; 3 Stochastic Differential Equations and Stochastic Flows; 3.1 Geometric Property of Solutions I; Case of Continuous SDE; 3.2 Geometric Property of Solutions II; Case of SDE with Jumps; 3.3 Master Equation
copyhttps://lib.clisel.com/site/catalogue/891245
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