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<図書>
Stochastic flows and stochastic differential equations

責任表示 Hiroshi Kunita
シリーズ Cambridge studies in advanced mathematics ; 24
データ種別 図書
出版者 Cambridge [England] ; New York : Cambridge University Press
出版年 1990
本文言語 英語
大きさ xiv, 346 p. ; 24 cm
概要 Stochastic analysis and stochastic differential equations are rapidly developing fields in probability theory and its applications. This book provides a systematic treatment of stochastic differential...equations and stochastic flow of diffeomorphisms and describes the properties of stochastic flows. Professor Kunita's approach regards the stochastic differential equation as a dynamical system driven by a random vector field, including K. It('s classical theory. Beginning with a discussion of Markov processes, martingales and Brownian motion, Kunita reviews It('s stochastic analysis. He places emphasis on establishing that the solution defines a flow of diffeomorphisms. This flow property is basic in the modern and comprehensive analysis of the solution and will be applied to solve the first and second order stochastic partial differential equations. This book will be valued by graduate students and researchers in probability. It can also be used as a textbook for advanced probability courses. 続きを見る

所蔵情報


理系図3F 数理独自 068222190003646 KUNI/30/2 1990

理系図3F 数理独自 068222190003658 KUNI/30/2A 1990

理系図 自動書庫 068252190005392 105/KUN 1990

理系図 自動書庫 068252190006180 105/KUN 1990
: hbk 理系図 自動書庫 027232003243081 105/KUN 1990

書誌詳細

一般注記 Bibliography: p. [340]-344
Includes index
著者標目 *国田, 寛(1937-) <クニタ, ヒロシ>
件 名 LCSH:Stochastic analysis
LCSH:Flows (Differentiable dynamical systems)
LCSH:Stochastic differential equations
分 類 LCC:QA274.2
DC20:519.2
NDC8:417.1
書誌ID 1001146579
ISBN 0521350506
NCID BA10609465
巻冊次 : hbk ; ISBN:0521350506
登録日 2009.09.17
更新日 2009.09.17

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