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Stochastic Partial Differential Equations and Applications (Pitman Research Notes in Mathematics Series 268)

G. Da Prato, L. Tubaro (eds.)

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ISBN 10: 0582100518 / ISBN 13: 9780582100510
Published by Longman Scientific & Techincal, 1992
Used Condition: Good
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286 pp., Paperback, ex library, else text clean and binding tight. Bookseller Inventory # ZB944093

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Bibliographic Details

Title: Stochastic Partial Differential Equations ...

Publisher: Longman Scientific & Techincal

Publication Date: 1992

Book Condition:Good

About this title

Synopsis:

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.

Review:

"The book contains 25 contributions (of about twenty pages each) including new results as well as surveys and reviews of problems in questions so that the reader can get a feeling of what is the up-to-date state of knowledge in the respective areas. This is why the book can serve as a source for new ways of research as well as a digest for professionals working in SPDE's." - Mathematica Bohemia

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