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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Главный автор:	Gawarecki, Leszek
Соавтор:	SpringerLink (Online service)
Другие авторы:	Mandrekar, Vidyadhar, SaGawarecki, Leszek
Формат:	Electronic Resource
Язык:	английский
Опубликовано:	Berlin, Heidelberg Springer 2011.
Серии:	Stochastic differential equations in infinite dimensions
Предметы:	Mathematics. Differential equations, partial. Finance. Distribution (Probability theory). Probability theory and stochastic processes. Partial differential equations. Quantitative finance. Applications of mathematics. Electronic books.
Online-ссылка:	Available for University of the Philippines Diliman via SpringerLink. Click here to access