Stochastic Flows And Jump-Diffusions

Stochastic Flows And Jump-Diffusions

Stochastic Flows And Jump-Diffusions

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Stochastic Flows And Jump-Diffusions

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.In the first part of the book, it is shown that solutions of stochastic differential equations define stochastic flows of diffeomorphisms.