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Buch Cover Stochastic Flows and Jump-Diffusions

Hiroshi Kunita
Springer Singapore
128.39 € · Hardcover

stochastic differential equation with jumps jump-diffusion process Malliavin calculus Wiener space fundamental solution asymptotic short time estimate smooth density stochastic flow diffeomorphism diffusion and jump-diffusion processes heat equations backward heat equations 60H05, 60H07, 60H30 35K08, 35K10, 58J05 quantitative finance

This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processe...

Stochastic Flows and Jump-Diffusions

Hiroshi Kunita
Springer Singapore
117.69 € · eBook

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