Stochastic differential equations : theory and applications /
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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Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2007.
|
Colección: | Interdisciplinary mathematical sciences ;
v. 2. |
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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Notas: | "A volume in honor of Professor Boris L. Rozovskii." |
Descripción Física: | 1 online resource (xxii, 393 pages) : portrait |
Bibliografía: | Includes bibliographical references and indexes. |
ISBN: | 9789812770639 9812770631 1281121800 9781281121806 9786611121808 6611121803 |