Stochastic Flows and Jump-Diffusions by Hiroshi KunitaEnglish | PDF,EPUB | 2019 | 366 Pages | ISBN : 9811338000 | 32 MB
This monograph presents a modern treatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion processes. The simultaneous treatment of diffusion processes and jump processes in this book is unique: Each chapter starts from continuous processes and then proceeds to processes with jumps.