ENGLISH

Stochastic Partial Differential Equations and Applications - VII

By Giuseppe Da Prato , Luciano Tubaro

Book information

Publisher
Marcel Dekker Inc
Year
2005
ISBN
0824700279, 9780824700270
Open Library ID
OL8124429M
Language
english
Format
PDF
Filesize
4 MB (3750875 bytes)
Series
Lecture Notes in Pure and Applied Mathematics
Pages
360\360
Time added
2011-01-06 10:13:16

Description

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.

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