Cargando…

Stochastic Partial Differential Equations: An Introduction

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...

Descripción completa

Detalles Bibliográficos
Clasificación:	Libro Electrónico
Autores principales:	Liu, Wei (Autor), Röckner, Michael (Autor)
Autor Corporativo:	SpringerLink (Online service)
Formato:	Electrónico eBook
Idioma:	Inglés
Publicado:	Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:	1st ed. 2015.
Colección:	Universitext,
Temas:	Probabilities. Differential equations. Mathematical physics. Game theory. Probability Theory. Differential Equations. Mathematical Physics. Game Theory.
Acceso en línea:	Texto Completo

Ejemplares similares

Stochastic Differential Equations in Infinite Dimensions with Applications to Stochastic Partial Differential Equations /
por: Gawarecki, Leszek, et al.
Publicado: (2011)

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
por: Pardoux, Etienne, et al.
Publicado: (2014)

Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations /
por: Pavliotis, Grigorios A.
Publicado: (2014)

Entropy Methods for the Boltzmann Equation Lectures from a Special Semester at the Centre Émile Borel, Institut H. Poincaré, Paris, 2001 /
por: Rezakhanlou, Fraydoun, et al.
Publicado: (2008)

A Minicourse on Stochastic Partial Differential Equations
por: Dalang, Robert, et al.
Publicado: (2009)

A Concise Course on Stochastic Partial Differential Equations
por: Prévôt, Claudia, et al.
Publicado: (2007)

Lectures on Random Interfaces
por: Funaki, Tadahisa
Publicado: (2016)

Local Lyapunov Exponents Sublimiting Growth Rates of Linear Random Differential Equations /
por: Siegert, Wolfgang
Publicado: (2009)

Stochastic Integration and Differential Equations
por: Protter, Philip
Publicado: (2005)

Nonlinear Filtering and Optimal Phase Tracking
por: Schuss, Zeev
Publicado: (2012)

Brownian Dynamics at Boundaries and Interfaces In Physics, Chemistry, and Biology /
por: Schuss, Zeev
Publicado: (2013)

Asymptotic Analysis for Functional Stochastic Differential Equations
por: Bao, Jianhai, et al.
Publicado: (2016)

Stochastic Porous Media Equations
por: Barbu, Viorel, et al.
Publicado: (2016)

Harnack Inequalities for Stochastic Partial Differential Equations
por: Wang, Feng-Yu
Publicado: (2013)

From Particle Systems to Partial Differential Equations II Particle Systems and PDEs II, Braga, Portugal, December 2013 /
Publicado: (2015)

From Particle Systems to Partial Differential Equations Particle Systems and PDEs, Braga, Portugal, December 2012 /
Publicado: (2014)

Stochastic Analysis: A Series of Lectures Centre Interfacultaire Bernoulli, January-June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /
Publicado: (2015)

Stochastic Numerics for the Boltzmann Equation
por: Rjasanow, Sergej, et al.
Publicado: (2005)

Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach /
por: Holden, Helge, et al.
Publicado: (2010)

From Particle Systems to Partial Differential Equations III Particle Systems and PDEs III, Braga, Portugal, December 2014 /
Publicado: (2016)

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
por: Govindan, T. E.
Publicado: (2016)

Seminar on Stochastic Analysis, Random Fields and Applications VII Centro Stefano Franscini, Ascona, May 2011 /
Publicado: (2013)

Stochastic Integration in Banach Spaces Theory and Applications /
por: Mandrekar, Vidyadhar, et al.
Publicado: (2015)

Introduction to Fractional and Pseudo-Differential Equations with Singular Symbols
por: Umarov, Sabir
Publicado: (2015)

Stochastic Analysis and Applications 2014 In Honour of Terry Lyons /
Publicado: (2014)

Probability and Partial Differential Equations in Modern Applied Mathematics
Publicado: (2005)

Brownian Motion and its Applications to Mathematical Analysis École d'Été de Probabilités de Saint-Flour XLIII - 2013 /
por: Burdzy, Krzysztof
Publicado: (2014)

Stochastic partial differential equations /
por: Chow, P. L. (Pao Liu), 1936-
Publicado: (2014)

Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /
Publicado: (2016)

Lectures on Probability Theory and Statistics Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 /
por: Dembo, Amir, et al.
Publicado: (2005)

Anomaly Detection in Random Heterogeneous Media Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion /
por: Simon, Martin
Publicado: (2015)

Stochastic Integration by Parts and Functional Itô Calculus
por: Bally, Vlad, et al.
Publicado: (2016)

Multiscale Problems in the Life Sciences From Microscopic to Macroscopic /
por: Banasiak, Jacek, et al.
Publicado: (2008)

Stochastic Calculus and Applications
por: Cohen, Samuel N., et al.
Publicado: (2015)

An Introduction to Fronts in Random Media
por: Xin, Jack
Publicado: (2009)

Stochastic Control Theory Dynamic Programming Principle /
por: Nisio, Makiko
Publicado: (2015)

Semigroups of Operators -Theory and Applications Będlewo, Poland, October 2013 /
Publicado: (2015)

The master equation and the convergence problem in mean field games /
por: Cardaliaguet, Pierre, et al.
Publicado: (2019)

Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 /
Publicado: (2012)

Differential Equations Driven by Rough Paths Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004 /
por: Lyons, Terry J., et al.
Publicado: (2007)