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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
World Scientific,
2007.
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Colección: | Interdisciplinary Mathematical Sciences, v. 2.
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Temas: | |
Acceso en línea: | Texto completo |
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. |
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Descripción Física: | 1 online resource (416 pages) |
Bibliografía: | Includes bibliographical references and indexes. |
ISBN: | 9789812770639 9812770631 |