| Titre : | Stochastic differential equations : theory and applications |
| Auteurs : | Peter h. Baxendale ; Sergey v. Lototsky |
| Type de document : | Books |
| Editeur : | Singapore : World Scientific Publishing Company, 2007 |
| Article en page(s) : | XXII, 393 p. |
| Collection : | Interdisciplinary mathematical sciences ; v. 2 |
| ISBN/ISSN/EAN : | 978-981-270-662-1 |
| Langues: | Anglais |
| Index. décimale : | 519.2 |
| Tags : | Stochastic differential equations ; Differential equations |
| Résumé : | 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 Rozovskii s 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives. |
| En ligne : | http://lccn.loc.gov/2007300261 |
Exemplaires (1)
| Code-barres | Cote | Support | Localisation | Section | Disponibilité |
|---|---|---|---|---|---|
| 301214 | XXX.1214 | Book | Royal Military Academy | Mathematics | Disponible |
