Lectures on Stochastic Flows and Applications: Lectures Delivered at the Indian Institute of Science, Bangalore Und the T.I.F.R. - I.I.Sc. Programme in Applications of Mathematics
Author:   H Kunita (Kyusha Univ Fukuoka Japan) ,  M K Ghosh (Iit Kharagpur)
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:  

9783540177753


Pages:   5
Publication Date:   31 December 1986
Format:   Paperback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Our Price $86.99 Quantity:  
Add to Cart

Share |

Lectures on Stochastic Flows and Applications: Lectures Delivered at the Indian Institute of Science, Bangalore Und the T.I.F.R. - I.I.Sc. Programme in Applications of Mathematics


Add your own review!

Overview

These are the notes of a lecture course given by the author at the T.I.F.R. Centre, Bangalore in late 1985. The contents are divided into three chapters concluding with an extensive bibliography. Chapters 1 and 2 deal with basic properties of stochastic flows and especially of Brownian flows and their relations with local characteristics and stochastic differential equations. An appendix on the generalized Ito# DEGREES formula, Stratonovich integral and Stratonovich stochastic differential equations has been added to Chapter 2. By the way of applications of the foregoing, limit theorems for stochastic flows, along with a unifying general limit theorem, are then presented in Chapter 3 including: - Approximation theorems for stochastic differential equations and stochastic flows, due to Bismut, Ikeda-Watanabe, Malliavin, Dowell etc. - Limit theorems for driving processes, due to Papanicolaou-Stroock-Varadhan, and - Limit theorems for stochastic differential equations, due to Khasminkii, Papanicolaou-Kohler, Kesten-Papanicola

Full Product Details

Author:   H Kunita (Kyusha Univ Fukuoka Japan) ,  M K Ghosh (Iit Kharagpur)
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Weight:   0.024kg
ISBN:  

9783540177753


ISBN 10:   3540177752
Pages:   5
Publication Date:   31 December 1986
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now