Sökt på: Böcker av Hiroshi Kunita
totalt 10 träffar
Stochastic Flows and Stochastic Differential Equations
The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations.
Stochastic Flows and Jump-Diffusions
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion …
Stochastics in Finite and Infinite Dimensions
During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, …
Stochastic Flows and Jump-Diffusions
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion …
Itô’s Stochastic Calculus and Probability Theory
Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or …
Stochastic Flows and Stochastic Differential Equations
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 …
Stochastic Differential Geometry at Saint-Flour
Kunita, H.:Stochastic differential equations and stochastic flows of diffeomorphisms.-Elworthy, D.: Geometric aspects of diffusions on manifolds.-Ancona, A.:Théorie du potential …
Ito's Stochastic Calculus and Probability Theory
Professor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or …
Stochastics in Finite and Infinite Dimensions
Stochastics in Finite and Infinite Dimensions
During the last fifty years, Gopinath Kallianpur has made extensive and significant contributions to diverse areas of probability and statistics, including stochastic finance, …