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Stochastic Differential Equations : Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii.

This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Baxendale, Peter H.
Otros Autores: Lototsky, Sergey V.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, 2007.
Colección:Interdisciplinary Mathematical Sciences, v. 2.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large clas.
Descripción Física:1 online resource (416 pages)
Bibliografía:Includes bibliographical references and indexes.
ISBN:9789812770639
9812770631