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Stochastic Partial Differential Equations and Applications

✍ 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

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✦ 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.

✦ Subjects


ΠœΠ°Ρ‚Π΅ΠΌΠ°Ρ‚ΠΈΠΊΠ°;Π”ΠΈΡ„Ρ„Π΅Ρ€Π΅Π½Ρ†ΠΈΠ°Π»ΡŒΠ½Ρ‹Π΅ уравнСния;Π”ΠΈΡ„Ρ„Π΅Ρ€Π΅Π½Ρ†ΠΈΠ°Π»ΡŒΠ½Ρ‹Π΅ уравнСния Π² частных ΠΏΡ€ΠΎΠΈΠ·Π²ΠΎΠ΄Π½Ρ‹Ρ…;


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