Описание
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.
Детали книги
Формат
Твердый переплет
Страницы
360 страниц
Язык
Английский
Опубликовано
сен 30, 2017
Издатель
Chapman and Hall/CRC
Издания
Изданий: 9
ISBN-10
1138417513
ISBN-13
9781138417519