𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stochastic Partial Differential Equations and Applications

✍ Scribed by Giuseppe Da Prato, Luciano Tubaro

Book ID
127433787
Publisher
Marcel Dekker
Year
2002
Tongue
English
Weight
3 MB
Series
Lecture notes in pure and applied mathematics 227
Edition
1st
Category
Library
City
New York
ISBN
0824744292

No coin nor oath required. For personal study only.

✦ 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

Дифференциальные уравнения в частных производных

📜 SIMILAR VOLUMES

Stochastic partial differential equation
Stochastic partial differential equations and applications
✍ Giuseppe Da Prato, Luciano Tubaro 📂 Library 📅 2002 🏛 Marcel Dekker 🌐 English ⚖ 4 MB

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.