02217nam0 2200505 i 450 VAN012738320231207040750.924N978981133801420200309d2019 |0itac50 baengSG|||| |||||Stochastic Flows and Jump-DiffusionsHiroshi KunitaSingaporeSpringer2019xvii, 352 p.24 cm001VAN01038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-92VAN0237143Stochastic Flows and Jump-Diffusions173455860HxxStochastic analysis [MSC 2020]VANC019765MF58JxxPartial differential equations on manifolds; differential operators [MSC 2020]VANC020241MF35KxxParabolic equations and parabolic systems [MSC 2020]VANC020301MFAsymptotic short time estimateKW:KBackward heat equationsKW:KDiffeomorphismKW:KDiffusion and jump-diffusion processesKW:KFundamental solutionsKW:KHeat equationsKW:KJump-Diffusion ProcessesKW:KMalliavin CalculusKW:KPartial differential equationsKW:KQuantitative FinanceKW:KSmooth densityKW:KStochastic differential equation with jumpsKW:KStochastic flowKW:KWiener spaceKW:KSGSingaporeVANL000061KunitaHiroshiVANV09883559376Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-981-13-3801-4E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0127383BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1868 08eMF1868 20200309 Stochastic Flows and Jump-Diffusions1734558UNICAMPANIA