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Kunita

Stochastic Flows and Jump-Diffusions

Medium: Buch
ISBN: 978-981-13-3800-7
Verlag: Springer Nature Singapore
Erscheinungstermin: 09.04.2019
Lieferfrist: bis zu 10 Tage
Autoren/Hrsg.

Autoren

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.