Stochastic Partial Differential Equations and Applications

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advanced stochastic modeling techniques
Backward Heat Equation
banach
Category=PBKJ
Cylindrical Brownian Motion
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
fluid dynamics analysis
Fock Space
Gibbs Measures
hilbert
Infinite Dimensional Case
invariant
Invariant Measures
limit theorems
Malliavin calculus methods
mathematical finance applications
measure
Mild Solution
noise
Order Elliptic Operator
Ordinary Differential Equations
Ornstein Uhlenbeck Semigroup
process
quantum probability
Random Dynamical Systems
relativistic quantum vector fields
signal processing models
SNS Equation
space
Space Time White Noise
spacetime
stochastic control theory
Stochastic Differential Equations
Stochastic Evolution Equations
Stochastic Heat Equation
Stochastic Integration
Stochastic PDE
Stochastic Reaction Diffusion Equations
stochastic semilinear evolution equations
Stochastic Wave Equation
Strong Feller Property
Trace Class Operator
Transition Semigroup
Unique Mild Solution
white
White Noise Analysis
wiener

Product details

  • ISBN 9781138417687
  • Weight: 1040g
  • Dimensions: 174 x 246mm
  • Publication Date: 30 Sep 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
Giuseppe Da Prato