Stochastic Partial Differential Equations and Applications - VII
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advanced probability analysis
Approximate Controllability
banach
Banach Space
Brownian Motion
Cameron Martin Space
Category=PBK
differential
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
ergodic theory applications
Heat Semigroup
hilbert
Hilbert Space
integrals
invariant
Invariant Measure
Markov Semigroup
mathematical finance modeling
measure
navier
Navier Stokes Equations
nonlinear filtering methods
Ornstein Uhlenbeck Semigroup
Poisson Random Measure
process
Progressively Measurable Processes
quantum probability theory
Real Separable Hilbert Spaces
Separable Banach Spaces
space
Space Time White Noise
Stochastic Burgers
stochastic control systems
Stochastic Fubini Theorem
Stochastic Integrals
Stochastic Navier Stokes Equation
stochastic partial differential equations research
Strong Feller Property
Transition Semigroup
Unique Mild Solution
Viability Kernel
Vice Versa
Weak Solution
wiener
Product details
- ISBN 9780824700270
- Weight: 670g
- Dimensions: 178 x 254mm
- Publication Date: 12 Oct 2005
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Paperback
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Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.
Giuseppe Da Prato, Luciano Tubaro
