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Lectures on Stochastic Flows and Applications

Posted on 2012-08-02




Name:Lectures on Stochastic Flows and Applications
ASIN/ISBN:3540177752
Pages:130
   Lectures on Stochastic Flows and Applications

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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.

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