Logo

Lectures on Stochastic Flows and Applications

Large book cover: Lectures on Stochastic Flows and Applications

Lectures on Stochastic Flows and Applications
by

Publisher: Tata Institute Of Fundamental Research
ISBN/ASIN: 3540177752
ISBN-13: 9783540177753
Number of pages: 130

Description:
The author presents basic properties of stochastic flows, specially of Brownian flows. Their relations with local characteristics and with stochastic differential equations are central problems. In the second part, as an application of the first part, various limit theorems for stochastic flows are presented.

Download or read it online for free here:
Download link
(620KB, PDF)

Similar books

Book cover: Lectures on Topics in Stochastic Differential EquationsLectures on Topics in Stochastic Differential Equations
by - Tata Institute of Fundamental Research
The author's purpose in these lectures was to provide some insight into the properties of solutions to stochastic differential equations. In order to read these notes, one need only know the basic Ito theory of stochastic integrals.
(5486 views)
Book cover: Stochastic Differential Equations: Models and NumericsStochastic Differential Equations: Models and Numerics
by - KTH
The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and finance. Typically, these problems require numerical methods to obtain a solution.
(3423 views)
Book cover: Markov Chains and Stochastic StabilityMarkov Chains and Stochastic Stability
by - Springer
The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.
(16725 views)
Book cover: Lectures on Stochastic Differential Equations and Malliavin CalculusLectures on Stochastic Differential Equations and Malliavin Calculus
by - Tata Institute of Fundamental Research
The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.
(5837 views)