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Stochastic Flows and Jump-Diffusions / Hiroshi Kunita
| Stochastic Flows and Jump-Diffusions / Hiroshi Kunita |
| Autore | Kunita, Hiroshi |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127383 |
Kunita, Hiroshi
|
||
| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Flows and Jump-Diffusions / Hiroshi Kunita
| Stochastic Flows and Jump-Diffusions / Hiroshi Kunita |
| Autore | Kunita, Hiroshi |
| Pubbl/distr/stampa | Singapore, : Springer, 2019 |
| Descrizione fisica | xvii, 352 p. ; 24 cm |
| Soggetto topico |
35Kxx - Parabolic equations and parabolic systems [MSC 2020]
58Jxx - Partial differential equations on manifolds; differential operators [MSC 2020] 60Hxx - Stochastic analysis [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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127383 |
|
Kunita, Hiroshi
|
||
| Singapore, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||