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Three Classes Of Nonlinear Stochastic Partial Differential Equations
Af: Jie Xiong
Engelsk Hardback
Three Classes Of Nonlinear Stochastic Partial Differential Equations
Af: Jie Xiong
Engelsk Hardback

728 kr
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Om denne bog
The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs.
Product detaljer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9789814452359
Indbinding:
Hardback
Udgave:
ISBN-10:
9814452351
Udg. Dato:
28 jun 2013
Længde:
0mm
Bredde:
0mm
Højde:
0mm
Forlag:
World Scientific Publishing Co Pte Ltd
Oplagsdato:
28 jun 2013
Forfatter(e):
Kategori sammenhænge