Stochastic Flows and Stochastic Differential Equations Image close
Stochastic Flows and Stochastic Differential Equations by Hiroshi Kunita
Stochastic Flows and Stochastic Differential Equations by Hiroshi Kunita
Show Hide Adult Content
Stochastic Flows and Stochastic Differential Equations close

Non-Fiction Books:

Home  
Books  
Non-Fiction  
Maths & Science  
Mathematics  
Calculus & mathematical analysis  
Differential equations

Stochastic Flows and Stochastic Differential Equations

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

By:

Format:

Paperback / softback
$227.99
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley

Buy Now, Pay Later with:

4 payments of $57.00 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 13-25 June using International Courier

Explore more Cambridge Studies in Advanced Mathematics

See all products in this series

Soliton Equations and their Algebro-Geometric Solutions: Volume 1, (1+1)-Dimensional Continuous Models on Hardback by Fritz Gesztesy
$384.99
Soliton Equations and their Algebro-Geometric Solutions: Volume 1,...
by Fritz Gesztesy ~ Hardback
Available - Usually ships in 3-4 weeks
Martingales in Banach Spaces on Hardback by Gilles Pisier
$206.99
Martingales in Banach Spaces
by Gilles Pisier ~ Hardback
Available - Usually ships in 3-4 weeks
Hyperbolicity and Sensitive Chaotic Dynamics at Homoclinic Bifurcations by Jacob Palis
$226.99
Hyperbolicity and Sensitive Chaotic Dynamics at Homoclinic...
by Jacob Palis ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Real Analysis and Probability by R.M. Dudley
$170.99
Real Analysis and Probability
by R.M. Dudley ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Lévy Processes and Infinitely Divisible Distributions on Hardback by Ken-iti Sato
$386.99
Lévy Processes and Infinitely Divisible Distributions
by Ken-iti Sato ~ Hardback
Available - Usually ships in 3-4 weeks
Lectures on Lyapunov Exponents on Hardback by Marcelo Viana
$168.99
Lectures on Lyapunov Exponents
by Marcelo Viana ~ Hardback
Available - Usually ships in 3-4 weeks
Fourier Analysis and Partial Differential Equations on Hardback by Valeria de Magalhaes Iorio
$422.99
Fourier Analysis and Partial Differential Equations
by Valeria de Magalhaes Iorio ~ Hardback
Available - Usually ships in 3-4 weeks
Uniform Central Limit Theorems by R.M. Dudley
$133.99
Uniform Central Limit Theorems
by R.M. Dudley ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Partial Differential Equations for Probabilists on Hardback by Daniel W Stroock
$172.99
Partial Differential Equations for Probabilists
by Daniel W Stroock ~ Hardback
Available - Usually ships in 3-4 weeks
Sets of Finite Perimeter and Geometric Variational Problems on Hardback by Francesco Maggi
$230.99
Sets of Finite Perimeter and Geometric Variational Problems
by Francesco Maggi ~ Hardback
Available - Usually ships in 3-4 weeks
Markov Processes, Gaussian Processes, and Local Times by Michael B. Marcus
$217.99
Markov Processes, Gaussian Processes, and Local Times
by Michael B. Marcus ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Association Schemes on Hardback by R.A. Bailey
$295.99
Association Schemes
by R.A. Bailey ~ Hardback
Available - Usually ships in 3-4 weeks
Positive Harmonic Functions and Diffusion on Hardback by Ross G. Pinsky
$385.99
Positive Harmonic Functions and Diffusion
by Ross G. Pinsky ~ Hardback
Available - Usually ships in 3-4 weeks
Random Walk: A Modern Introduction on Hardback by Gregory F. Lawler
$238.99
Random Walk: A Modern Introduction
by Gregory F. Lawler ~ Hardback
Available - Usually ships in 3-4 weeks
Fractals in Probability and Analysis on Hardback by Yuval Peres
$190.99
Fractals in Probability and Analysis
by Yuval Peres ~ Hardback
Available - Usually ships in 3-4 weeks
Fourier Analysis and Partial Differential Equations by Valeria de Magalhaes Iorio
$214.99
Fourier Analysis and Partial Differential Equations
by Valeria de Magalhaes Iorio ~ Paperback / softback
Available - Usually ships in 3-4 weeks

Description

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. Ito's classical theory. Beginning with a discussion of Markov processes, martingales and Brownian motion, Kunita reviews Ito's stochastic analysis. He places emphasis on establishing that the solution defines a flow of diffeomorphisms. This flow property is basic in the modern and comprehensive analysis of the solution and will be applied to solve the first and second order stochastic partial differential equations. This book will be valued by graduate students and researchers in probability. It can also be used as a textbook for advanced probability courses.
Release date Australia
April 3rd, 1997
Audience
  • Professional & Vocational
Pages
364
Dimensions
152x229x21
ISBN-13
9780521599252
Product ID
2044947

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Explore more by Hiroshi Kunita

See all books by this author

Stochastic Flows and Jump-Diffusions on Hardback by Hiroshi Kunita
$312.99
Stochastic Flows and Jump-Diffusions
by Hiroshi Kunita ~ Hardback
Available - Usually ships in 3-4 weeks
Itô’s Stochastic Calculus and Probability Theory by Nobuyuki Ikeda Save $39
$140.99
$180.95
Itô’s Stochastic Calculus and Probability Theory
by Nobuyuki Ikeda ~ Paperback / softback
Available - Usually ships in 3-4 weeks
Stochastic Differential Geometry at Saint-Flour by Alano Ancona
$177.99
Stochastic Differential Geometry at Saint-Flour
by Alano Ancona ~ Paperback / softback
Available - Usually ships in 3-4 weeks

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Non-Fiction >
Maths & Science >
Mathematics >
Calculus & mathematical analysis >
Differential equations
Books >
Non-Fiction >
Maths & Science >
Mathematics >
Probability & statistics