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Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.

Specificaties

ISBN13:9780824700270
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:360
Uitgever:CRC Press
Druk:1
€ 351,14
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        Stochastic Partial Differential Equations and Applications - VII