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Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics)
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Hiroshi Kunita 作者
Cambridge University Press
譯者
1997-04-28 出版日期
364 頁數
USD 70.00 價格
Paperback
Cambridge Studies in Advanced Mathematics 叢書系列
9780521599252 圖書編碼

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發表於2024-10-02

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024


Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 用戶評價

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Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 著者簡介

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 著者簡介

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Stochastic Flows and Stochastic Differential Equations (Cambridge Studies in Advanced Mathematics) 在線電子書 圖書描述

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 through the former to study the properties of stochastic flows. The classical theory was initiated by K. Ito and since then has been much developed. Professor Kunita's approach here is to regard the stochastic differential equation as a dynamical system driven by a random vector field, including thereby Ito's theory as a special case. The book can be used with advanced courses on probability theory or for self-study. The author begins with a discussion of Markov processes, martingales and Brownian motion, followed by a review of Ito's stochastic analysis. The next chapter deals with continuous semimartingales with spatial parameters, in order to study stochastic flow, and a generalisation of Ito's equation. Stochastic flows and their relation with this are generalised and considered in chapter 4. It is shown that solutions of a given stochastic differential equation define stochastic flows of diffeomorphisms. Some applications are given of particular cases. Chapter 5 is devoted to limit theorems involving stochastic flows, and the book ends with a treatment of stochastic partial differential equations through the theory of stochastic flows. Applications to filtering theory are discussed.

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