Lectures on Stochastic Flows and Applications
Format: Paperback
ISBN13: 9783540177753
Paperback|9783540177753
Out of Stock
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#^ 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-Papanicolaou etc.
| ISBN-13 | 9783540177753 |
|---|---|
| ISBN-10 | 3540177752 |
| Weight | 0.05 Pounds |
| List Price | $32.95 |
| Edition | 1st Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | v pages |
| Publisher | Springer |
| Published On | 1987-03-09 |
View All Offers
Sort by:
Price
