Stochastic Partial Differential Equations and Applications

Stochastic Partial Differential Equations and Applications
Author :
Publisher : CRC Press
Total Pages : 480
Release :
ISBN-10 : 0203910176
ISBN-13 : 9780203910177
Rating : 4/5 (76 Downloads)

Book Synopsis Stochastic Partial Differential Equations and Applications by : Giuseppe Da Prato

Download or read book Stochastic Partial Differential Equations and Applications written by Giuseppe Da Prato and published by CRC Press. This book was released on 2002-04-05 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.


Stochastic Partial Differential Equations and Applications Related Books

Stochastic Partial Differential Equations and Applications
Language: en
Pages: 480
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2002-04-05 - Publisher: CRC Press

DOWNLOAD EBOOK

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminatin
Stochastic Differential Equations and Applications
Language: en
Pages: 248
Authors: Avner Friedman
Categories: Mathematics
Type: BOOK - Published: 2014-06-20 - Publisher: Academic Press

DOWNLOAD EBOOK

Stochastic Differential Equations and Applications, Volume 1 covers the development of the basic theory of stochastic differential equation systems. This volume
Stochastic Differential Equations in Infinite Dimensions
Language: en
Pages: 300
Authors: Leszek Gawarecki
Categories: Mathematics
Type: BOOK - Published: 2010-11-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical pr
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230
Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
Stochastic Partial Differential Equations, Second Edition
Language: en
Pages: 336
Authors: Pao-Liu Chow
Categories: Mathematics
Type: BOOK - Published: 2014-12-10 - Publisher: CRC Press

DOWNLOAD EBOOK

Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in