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Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
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Categories: Science
Type: BOOK - Published: 2020-04-22 - Publisher: World Scientific

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This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory
Stochastic Equations in Infinite Dimensions
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Authors: Da Prato Guiseppe
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The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typical
Stochastic Processes and Applications
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Authors: Grigorios A. Pavliotis
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This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci
Infinite-dimensional Analysis: Operators In Hilbert Space; Stochastic Calculus Via Representations, And Duality Theory
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The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new de
Applied Stochastic Differential Equations
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Authors: Simo Särkkä
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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.