Stochastic Differential Equations

Stochastic Differential Equations
Author :
Publisher : World Scientific
Total Pages : 416
Release :
ISBN-10 : 9789812706621
ISBN-13 : 9812706623
Rating : 4/5 (21 Downloads)

Book Synopsis Stochastic Differential Equations by : Peter H. Baxendale

Download or read book Stochastic Differential Equations written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.


Stochastic Differential Equations Related Books

Stochastic Differential Equations
Language: en
Pages: 416
Authors: Peter H. Baxendale
Categories: Science
Type: BOOK - Published: 2007 - Publisher: World Scientific

DOWNLOAD EBOOK

The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a qu
Stochastic Evolution Systems
Language: en
Pages: 340
Authors: Boris L. Rozovsky
Categories: Mathematics
Type: BOOK - Published: 2018-10-03 - Publisher: Springer

DOWNLOAD EBOOK

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of
Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
Language: en
Pages: 188
Authors: Raphael Kruse
Categories: Mathematics
Type: BOOK - Published: 2013-11-18 - Publisher: Springer

DOWNLOAD EBOOK

In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-value
Stochastic Integrals
Language: en
Pages: 159
Authors: Henry P. McKean
Categories: Mathematics
Type: BOOK - Published: 2024-05-23 - Publisher: American Mathematical Society

DOWNLOAD EBOOK

This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. —E. B. Dynkin, Mathe
Stochastic Evolution Equations
Language: en
Pages: 188
Authors: Wilfried Grecksch
Categories: Mathematics
Type: BOOK - Published: 1995 - Publisher: De Gruyter Akademie Forschung

DOWNLOAD EBOOK

The authors give a self-contained exposition of the theory of stochastic evolution equations. Elements of infinite dimensional analysis, martingale theory in Hi