Three Classes Of Nonlinear Stochastic Partial Differential Equations

Name: Three Classes Of Nonlinear Stochastic Partial Differential Equations
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789814452359
Price: 408.53 RON
Availability: InStock

Autor: Jie Xiong

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Legare: Copertă tare

Editura: World Scientific Publishing Co Pte Ltd

Disponibilitate: În depozitul extern

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The study of measure-valued processes in random environments has seen some intensive research activi...

Informații despre carte

Autor

Jie Xiong

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2013

Pagini

176

EAN

9789814452359

ISBN

9814452351

Enbook ID

01367924

Editura

World Scientific Publishing Co Pte Ltd

Greutate

454

Dimensiuni

159 x 236 x 19

Descriere completă

The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs.

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Three Classes Of Nonlinear Stochastic Partial Differential Equations

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