Stochastic flows and jump-diffusions
Kunita, Hiroshi.

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  • Stochastic flows and jump-diffusions
  • Record Type: Electronic resources : Monograph/item
    Title/Author: Stochastic flows and jump-diffusions/ by Hiroshi Kunita.
    Author: Kunita, Hiroshi.
    Published: Singapore :Springer Singapore : : 2019.,
    Description: xvii, 352 p. :ill., digital ;24 cm.
    [NT 15003449]: Preface -- Introduction -- 1.Probability distributions and stochastic processes -- 2.Stochastic integrals based on Wiener processes and Poisson random measures -- 3.Stochastic differential equations and stochastic flows -- 4.Diffusions, jump-diffusions and heat equations -- 5.Malliavin calculus for Wiener processes and Poisson random measures -- 6.Smooth densities and heat kernels -- 7.Jump-diffusions on manifolds and smooth densities -- Bibliography -- Index.
    Contained By: Springer eBooks
    Subject: Stochastic differential equations. -
    Online resource: https://doi.org/10.1007/978-981-13-3801-4
    ISBN: 9789811338014
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