Stochastic Partial Differential Equations and Applications - VII
Giuseppe Da Prato, Luciano Tubaro
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.
年:
2005
出版商:
Marcel Dekker Inc
語言:
english
頁數:
360
ISBN 10:
0824700279
ISBN 13:
9780824700270
系列:
Lecture Notes in Pure and Applied Mathematics
文件:
PDF, 3.58 MB
IPFS:
,
english, 2005