Lectures on Stochastic Flows and Applications by H. Kunita
Lectures on Stochastic Flows and Applications
Lectures on Stochastic Flows and Applications by H. Kunita
Publisher: Tata Institute Of Fundamental Research 1986
ISBN/ASIN: 3540177752
ISBN-13: 9783540177753
Number of pages: 130
The author presents basic properties of stochastic flows, specially of Brownian flows. Their relations with local characteristics and with stochastic differential equations are central problems. In the second part, as an application of the first part, various limit theorems for stochastic flows are presented.
Mathematics Probability & Statistics Stochastic Calculus
Publisher: Tata Institute Of Fundamental Research 1986
ISBN/ASIN: 3540177752
ISBN-13: 9783540177753
Number of pages: 130
The author presents basic properties of stochastic flows, specially of Brownian flows. Their relations with local characteristics and with stochastic differential equations are central problems. In the second part, as an application of the first part, various limit theorems for stochastic flows are presented.
Mathematics Probability & Statistics Stochastic Calculus
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