An Introduction to Stochastic Differential Equations
β Scribed by Lawrence C. Evans
- Publisher
- Miscellaneous Books
- Year
- 2013
- Tongue
- English
- Leaves
- 161
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynami
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-ma