Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations

Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, prof...

詳細記述

書誌詳細
第一著者: Gawarecki, Leszek
団体著者: SpringerLink (Online service)
その他の著者: Mandrekar, Vidyadhar, SaGawarecki, Leszek
フォーマット: Electronic Resource
言語:English
出版事項: Berlin, Heidelberg Springer 2011.
シリーズ:Stochastic differential equations in infinite dimensions
主題:
Mathematics.
Differential equations, partial.
Finance.
Distribution (Probability theory).
Probability theory and stochastic processes.
Partial differential equations.
Quantitative finance.
Applications of mathematics.
Electronic books.
オンライン･アクセス:Available for University of the Philippines Diliman via SpringerLink. Click here to access