{"product_id":"stochastic-flows-and-stochastic-differential-equations-9780521599252","title":"Stochastic Flows and Stochastic Differential Equations","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=AUTH-192376\"\u003eHiroshi Kunita\u003c\/a\u003e\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 04\/03\/1997\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 364\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.19lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.10h x 5.94w x 0.89d\u003cbr\u003e\u003cb\u003eISBN13:\u003c\/b\u003e 9780521599252\u003cbr\u003e\u003cb\u003eISBN10:\u003c\/b\u003e 0521599253\u003cbr\u003e\u003cb\u003eBISAC Categories:\u003c\/b\u003e\u003cbr\u003e- \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=CAT-MAT\"\u003eMathematics\u003c\/a\u003e | \u003ca href=\"https:\/\/sureshotbooks-com.myshopify.com\/search?type=product%2Carticle%2Cpage\u0026amp;q=BISAC-MAT029000\"\u003eProbability \u0026amp; Statistics | General\u003c\/a\u003e\u003cbr\u003e\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":44686708048109,"sku":"9780521599252","price":164.33,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0550\/8097\/6621\/products\/img_bafa2334-9689-45c8-8f01-54f903f34120.jpg?v=1703647449","url":"https:\/\/sureshotbooks.com\/products\/stochastic-flows-and-stochastic-differential-equations-9780521599252","provider":"SureShot Books Publishing LLC","version":"1.0","type":"link"}