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Stochastic Flows and Stochastic Differential Equations
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...more
Paperback, 364 pages
Published
April 28th 1997
by Cambridge University Press
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