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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Baxendale, Peter H., Lototsky, Sergey V.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, NJ : 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.
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