Stochastic Flows and Jump-Diffusions / Hiroshi Kunita

• Autore: Kunita, Hiroshi
• Pubblicazione: Singapore, : Springer, 2019
• Titolo uniforme: Stochastic Flows and Jump-Diffusions
• Descrizione fisica: xvii, 352 p. ; 24 cm
• Soggetto topico: 60Hxx - Stochastic analysis [MSC 2020]; 58Jxx - Partial differential equations on manifolds; differential operators [MSC 2020]; 35Kxx - Parabolic equations and parabolic systems [MSC 2020]
• Soggetto non controllato: Asymptotic short time estimate; Backward heat equations; Diffeomorphism; Diffusion and jump-diffusion processes; Fundamental solutions; Heat equations; Jump-Diffusion Processes; Malliavin Calculus; Partial differential equations; Quantitative Finance; Smooth density; Stochastic differential equation with jumps; Stochastic flow; Wiener space
• Titolo autorizzato: Stochastic Flows and Jump-Diffusions
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0127383
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-981-13-3801-4
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 92