Stochastic differential equations : theory and applications /
This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the...
| Други автори: | Baxendale, Peter H., Lototsky, Sergey V. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Singapore ; Hackensack, NJ :
World Scientific,
℗♭2007.
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| Серия: |
Interdisciplinary mathematical sciences ;
v. 2. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203897 |
| Подобни документи: |
Print version::
Stochastic differential equations. |
| Резюме: |
This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large clas. |
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| Описание на библ. документ: |
"A volume in honor of Professor Boris L. Rozovskii." |
| Физически характеристики: |
1 online resource (xxii, 393 pages) : portrait. |
| Библиография: |
Includes bibliographical references and indexes. |
| ISBN: |
9789812770639 9812770631 |