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...

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Autor principal:	Gawarecki, Leszek
Autor corporatiu:	SpringerLink (Online service)
Altres autors:	Mandrekar, Vidyadhar, SaGawarecki, Leszek
Format:	Electronic Resource
Idioma:	English
Publicat:	Berlin, Heidelberg Springer 2011.
Col·lecció:	Stochastic differential equations in infinite dimensions
Matèries:	Mathematics. Differential equations, partial. Finance. Distribution (Probability theory). Probability theory and stochastic processes. Partial differential equations. Quantitative finance. Applications of mathematics. Electronic books.
Accés en línia:	Available for University of the Philippines Diliman via SpringerLink. Click here to access