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Three Classes Of Nonlinear Stochastic Partial Differential Equations
Af: Jie Xiong
Engelsk
Bogcover for Three Classes Of Nonlinear Stochastic Partial Differential Equations af Jie Xiong, 9789814452359
Specifikationer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9789814452359
Indbinding:
Hardback
ISBN-10:
9814452351
Udg. Dato:
28 jun 2013
Størrelse i cm:
Oplagsdato:
28 jun 2013
Forfatter(e):

Three Classes Of Nonlinear Stochastic Partial Differential Equations

Af: Jie Xiong
Engelsk
Hardback 2013
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
176
ISBN-13:
9789814452359
Indbinding:
Hardback
ISBN-10:
9814452351
Udg. Dato:
28 jun 2013
Størrelse i cm:
Oplagsdato:
28 jun 2013
Forfatter(e):
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