[PDF.65ks] Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics)

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics)

[PDF.hr79] Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics)

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 | #1237802 in Books |  Cambridge University Press |  1997-04-28 | Original language:English | PDF # 1 |  8.98 x.83 x5.98l,1.19 | File type: PDF | 364 pages

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||6 of 6 people found the following review helpful.| Theoretical Study of Stochastic Flows & SDEs|By Paul Thurston|This research monograph presents the notion of a stochastic flow and develops a theory of stochastic flows with the goal of applications to solving stochastic differential equations. There is very little material here on the interplay between the stochastic flows and differential geometry. Readers interested in geome| |"The book could be used with advanced courses on probability theory or for self study." MTW, JASA

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 classical theory. Beg...

You can specify the type of files you want, for your device.Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics)   |  Hiroshi Kunita.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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