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...

Celý popis

Podrobná bibliografie

Hlavní autor:	Gawarecki, Leszek
Korporativní autor:	SpringerLink (Online service)
Další autoři:	Mandrekar, Vidyadhar, SaGawarecki, Leszek
Médium:	Electronic Resource
Jazyk:	English
Vydáno:	Berlin, Heidelberg Springer 2011.
Edice:	Stochastic differential equations in infinite dimensions
Témata:	Mathematics. Differential equations, partial. Finance. Distribution (Probability theory). Probability theory and stochastic processes. Partial differential equations. Quantitative finance. Applications of mathematics. Electronic books.
On-line přístup:	Available for University of the Philippines Diliman via SpringerLink. Click here to access