Stochastic differential equations theory and applications
 |
|
Описание:
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.Похожие книги
 | Stochastic ordinary and stochastic partial differential equations Автор: Kotelenez P. Год: 2008 |
 | Handbook of statistics 29B Sample Surveys: Inference and Analysis Автор: Pfeffermann D., Rao C.R. (eds.) Год: 2009 |
 | GPU-BASED REAL-TIME SOLID VOXELIZATION FOR VOLUME GRAPHICS Автор: Duoduo Liao Год: 2010 |
 | Finite Element Method: Volume 3, Fifth Edition Автор: O. C. Zienkiewicz, R. L. Taylor Год: 2000 |
| Finite Element Method: Volume 2 Автор: Zienkiewicz O. C., Taylor R. L. Год: 2000 |