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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Gawarecki, Leszek
Yhteisötekijä: SpringerLink (Online service)
Muut tekijät: Mandrekar, Vidyadhar, SaGawarecki, Leszek
Aineistotyyppi: Electronic Resource
Kieli:English
Julkaistu: Berlin, Heidelberg Springer 2011.
Sarja:Stochastic differential equations in infinite dimensions
Aiheet:
Mathematics.
Differential equations, partial.
Finance.
Distribution (Probability theory).
Probability theory and stochastic processes.
Partial differential equations.
Quantitative finance.
Applications of mathematics.
Electronic books.
Linkit:Available for University of the Philippines Diliman via SpringerLink. Click here to access