Stochastic Partial Differential Equations and Applications - VII (Lecture Notes in Pure and Applied Mathematics)

ISBN 10: 0824700279 / ISBN 13: 9780824700270

Published by Chapman and Hall/CRC, 2005

About this Item

Seller Inventory # I-9780824700270

Bibliographic Details

• Title: Stochastic Partial Differential Equations and Applications - VII (Lecture Notes in Pure and Applied Mathematics)
• Publisher: Chapman and Hall/CRC
• Publication Date: 2005
• Language: English
• ISBN 10: 0824700279
• ISBN 13: 9780824700270
• Binding: Soft cover
• Condition: New

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.

About the Author

Giuseppe Da Prato, Luciano Tubaro