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Stochastic Differential Equations
Peter H. BaxendaleSergey V. Lototsky
其他書名
Theory and Applications
出版World Scientific, 2007
主題Mathematics / AppliedMathematics / Differential Equations / GeneralMathematics / Number SystemsMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic ProcessesMathematics / Mathematical Analysis
ISBN98127706319789812770639
URLhttp://books.google.com.hk/books?id=VTZhDQAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋This volume consists of 15 articles written by experts in stochastic analysis. 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 the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations. The other papers in this volume were specially written for the occasion of Prof RozovskiiOCOs 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives."