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...

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מידע ביבליוגרפי
מחבר ראשי: Gawarecki, Leszek
מחבר תאגידי: SpringerLink (Online service)
מחברים אחרים: Mandrekar, Vidyadhar, SaGawarecki, Leszek
פורמט: Electronic Resource
שפה:English
יצא לאור: Berlin, Heidelberg Springer 2011.
סדרה:Stochastic differential equations in infinite dimensions
נושאים:
Mathematics.
Differential equations, partial.
Finance.
Distribution (Probability theory).
Probability theory and stochastic processes.
Partial differential equations.
Quantitative finance.
Applications of mathematics.
Electronic books.
גישה מקוונת:Available for University of the Philippines Diliman via SpringerLink. Click here to access