Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh

Publication date: 1986

Published in: Lectures on Mathematics and Physics. Mathematics. Tata Institute of Fundamental Research (Search for Journal in Brave)

zbMATH Keywords

stochastic flows Brownian flow limit theorems for stochastic flows local characteristics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (18)

Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates ⋮ A stochastic-statistical residential burglary model with independent Poisson clocks ⋮ On classical solutions of linear stochastic integro-differential equations ⋮ Diffusion approximations of some stochastic difference equations revisited ⋮ Ito formula for \(C^ 1\)-functions of semimartingales ⋮ On the lack of semimartingale property ⋮ Stochastic maximum principle for systems driven by local martingales with spatial parameters ⋮ Nonequilibrium geometric no-arbitrage principle and asset pricing theorem ⋮ Implications of Kunita-Itô-Wentzell formula for \(k\)-forms in stochastic fluid dynamics ⋮ Most probable flows for Kunita SDEs ⋮ On the approximation of stochastic differential equations ⋮ A non-equilibrium geometric no-arbitrage principle ⋮ A Stochastic-Statistical Residential Burglary Model with Finite Size Effects ⋮ Lack of strong completeness for stochastic flows ⋮ Quadratic covariant and Stratonovich integral ⋮ Mean field limits for interacting Hawkes processes in a diffusive regime ⋮ A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies ⋮ Backward Itô-Ventzell and stochastic interpolation formulae

This page was built for publication: Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh