Offers state of the art applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance, as well as identifies paths for future research in the field.
Stochastic Partial Differential Equations and Applications
β Scribed by Giuseppe Da Prato, Luciano Tubaro
- Publisher
- Marcel Dekker
- Year
- 2002
- Tongue
- English
- Leaves
- 477
- Series
- Lecture notes in pure and applied mathematics 227
- Edition
- 1st
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Da Prato (Scuola Normale Superiore di Pisa, Italy) and Tubaro (Universita degli Studi di Trento, Italy) present 25 contributions by an international group of mathematicians that focus on recent results that are promising for future developments in the theory of stochastic partial differential equations. The major topics addressed include general theory, specific equations, finite and infinite dimensional diffusion processes, stochastic calculus, theory of interacting particles, quantum probability, and stochastic control. Specific topics include white noise integrators, Riemannian geometry, and fluid dynamics.
β¦ Subjects
ΠΠ°ΡΠ΅ΠΌΠ°ΡΠΈΠΊΠ°;ΠΠΈΡΡΠ΅ΡΠ΅Π½ΡΠΈΠ°Π»ΡΠ½ΡΠ΅ ΡΡΠ°Π²Π½Π΅Π½ΠΈΡ;ΠΠΈΡΡΠ΅ΡΠ΅Π½ΡΠΈΠ°Π»ΡΠ½ΡΠ΅ ΡΡΠ°Π²Π½Π΅Π½ΠΈΡ Π² ΡΠ°ΡΡΠ½ΡΡ ΠΏΡΠΎΠΈΠ·Π²ΠΎΠ΄Π½ΡΡ ;
π SIMILAR VOLUMES
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an