Book Details
Format
Hardback or Cased Book
Book Series
Probability Theory and Stochastic Modelling
ISBN-10
9811338000
ISBN-13
9789811338007
Edition
2019 ed.
Publisher
Springer Verlag, Singapore
Imprint
Springer Verlag, Singapore
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Apr 9th, 2019
Print length
352 Pages
Ksh 19,800.00
Werezi Extended Catalogue
Delivery in 28 days
Delivery Location
Delivery fee: Select location
Delivery in 28 days
Secure
Quality
Fast
The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms.
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 processes with jumps.
In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms. Then, the relation between stochastic flows and heat equations is discussed. The latter part investigates fundamental solutions of these heat equations (heat kernels) through the study of the Malliavin calculus. The author obtains smooth densities for transition functions of various types of diffusions and jump-diffusions and shows that these density functions are fundamental solutions for various types of heat equations and backward heat equations. Thus, in this book fundamental solutions for heat equations and backward heat equations are constructed independently of the theory of partial differential equations.
Researchers and graduate student in probability theory will find this book very useful.
Get Stochastic Flows and Jump-Diffusions by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer Verlag, Singapore and it has pages.
