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" Stochastic flows and jump-diffusions / "
Hiroshi Kunita.
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BL
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| Record Number
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891245
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| Main Entry
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Kunita, H.
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| Title & Author
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Stochastic flows and jump-diffusions /\ Hiroshi Kunita.
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| Publication Statement
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Singapore :: Springer,, 2019.
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| Series Statement
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Probability theory and stochastic modelling,; volume 92
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| Page. NO
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1 online resource (xvii, 352 pages) :: illustrations
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| ISBN
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9789811338007
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: 9789811338014
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: 9789811338021
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: 9811338000
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: 9811338019
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: 9811338027
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9789811338007
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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
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