Stochastic Partial Differential Equations and Applications - VII.

Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an...

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Bibliographic Details
Main Author:	Tubaro, Luciano
Corporate Author:	Taylor & Francis
Other Authors:	Da Prato, Giuseppe
Format:	eBook
Language:	English
Published:	Philadelphia, PA : CRC Press, 2005.
Series:	Lecture notes in pure and applied mathematics.
Subjects:	Differential equations. Stochastic partial differential equations > Congresses. Équations différentielles. Équations aux dérivées partielles stochastiques > Congrès. Stochastic partial differential equations Differential equations Electronic books. Conference papers and proceedings
Online Access:	Connect to the full text of this electronic book

Description
Summary:	Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.
Physical Description:	1 online resource (360 pages).
ISBN:	9781420028720 1420028723