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. |
|---|---|
| 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. |
Съдържание:
- Preface; Boris Rozovskii; Publications of B.L. Rozovskii; Contents; 1. Stochastic Evolution Equations N.V. Krylov and B.L. Rozovskii; 2. Predictability of the Burgers Dynamics Under Model Uncertainty D. Bl omker and J. Duan; 3. Asymptotics for the Space-Time Wigner Transform with Applications to Imaging L. Borcea, G. Papanicolaou, and C. Tsogka; 4. The Korteweg-de Vries Equation with Multiplicative Homogeneous Noise A. de Bouard and A. Debussche; 5. On Stochastic Burgers Equation Driven by a Fractional Laplacian and Space-Time White Noise Z. Brze zniak and L. Debbi.