Stochastic Flows and Jump-Diffusions

Kunita was an invited speaker at the ICM 1986.

• Preface.- Introduction.- 1.Probability distributions and stochastic processes.- 2.Stochastic integrals based on Wiener processes and Poisson random measures.- 3.Stochastic differential equations and stochastic flows.- 4.Diffusions, jump-diffusions and heat equations.- 5.Malliavin calculus for Wiener processes and Poisson random measures.- 6.Smooth densities and heat kernels.- 7.Jump-diffusions on manifolds and smooth densities.- Bibliography.- Index.

“The presentation is self-contained, clear and precise. The book is definitely a must-read for researchers in the field of stochastic flows and stochastic differential equations.” (G. V. Riabov, Mathematical Reviews, October, 2020)