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: Reversibility and Stochastic NetworksReversibility and Stochastic Networks
by - John Wiley and Sons Ltd
The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.
(11472 views)
Book cover: Probability Theory and Stochastic Processes with ApplicationsProbability Theory and Stochastic Processes with Applications
by - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.
(6568 views)
Book cover: Introduction to Stochastic ProcessesIntroduction to Stochastic Processes
by - The University of Texas at Austin
Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; Simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; etc.
(3536 views)
Book cover: Lectures on Singular Stochastic PDEsLectures on Singular Stochastic PDEs
by - arXiv
The aim is to introduce the basic problems of non-linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions and that of paracontrolled distributions.
(2041 views)