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Lectures on Stochastic Flows and Applications: Lectures delivered at the Indian Institute of Science, Bangalore und the T.I.F.R. - I.I.Sc. Programme ... Lectures on Mathematics and Physics)

Penned By Hiroshi Kunita
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Lectures on Stochastic Flows and Applications: Lectures delivered at the Indian Institute of Science, Bangalore und the T.I.F.R. - I.I.Sc. Programme ... Lectures on Mathematics and Physics)

Penned By Hiroshi Kunita
4.85 26,969 Ratings
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Editor's Note:
These are the notes of a lecture course given by the author at the T.I.F.R. Centre, Bangalore in late 1985. The contents are divided into three chapters concluding with an extensive bibliography. Chapters 1 and 2 deal with basic properties of stochastic flows and especially of Brownian flows and their relations with local characteristics and stochastic differential equations. An appendix on the generalized Ito# DEGREES formula, Stratonovich integral and Stratonovich stochastic differential equations has been added to Chapter 2. By the way of applications of the foregoing, limit theorems for stochastic flows, along with a unifying general limit theorem, are then presented in Chapter 3 including: - Approximation theorems for stochastic differential equations and stochastic flows, due to Bismut, Ikeda-Watanabe, Malliavin, Dowell etc. - Limit theorems for driving processes, due to Papanicolaou-Stroock-Varadhan, and - Limit theorems for stochastic differential equations, due to Khasminkii, Papanicolaou-Kohler, Kesten-Papanicola

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Released April 1, 1987
Identifier (ISBN) 8847321
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Hiroshi Kunita

Hiroshi Kunita writes contemporary fiction and has always been fascinated by character-driven stories. They hold a degree in English Literature and previously worked as an editor before transitioning to writing their own books. Hiroshi Kunita lives with their spouse and a very vocal rescue cat.

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Dorothy King January 15, 2024
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"Not entirely to my refined tastes. It verged on repetitive in the second act. A more concise edit would have served it well. Perhaps more aligned with a different audience's tastes."
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Edward Lewis
Edward Lewis March 03, 2025
"I was completely blown away. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars."
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Carol Lewis
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"I was completely blown away. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem."
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"Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece."
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"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece."
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"Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece."
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William Nelson
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"Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem."
Eric Diaz
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"I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers."
Laura Robinson
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Cynthia Williams
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"A very strong entry. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend."
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"Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author."
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"A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers."
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Jessica Anderson
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