Stochastic Partial Differential Equations by Prato (78 results)

Soft cover. Condition: Fine. trade paperback in near fine condition.

Condition: New. pp. 270.

Soft cover. Condition: Very Good. trade paperback in very good + condition.

Condition: New. pp. 270 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Paperback. Condition: new. Paperback. Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines. Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Softcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-03512 3540515100 Sprache: Englisch Gewicht in Gramm: 550.

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Condition: New. pp. 270.

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Condition: Fine. 286 pp., Paperback, fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

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Softcover. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-01023 3540172114 Sprache: Englisch Gewicht in Gramm: 550.

Paperback. Condition: Very Good. Text clean and solid; Pitman Research Notes in Mathematics Series 268; 286 pages.

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Condition: New. pp. 276.

Paperback. Condition: Very Good+. First Edition. Spine is uncreased, binding tight and sturdy. Interior appears free of markings. Exterior looks rather nice - shelfwear is minimal. From a private home collection. Ships same or next business day from Dinkytown in Minneapolis, Minnesota. Due to the size/weight of this book extra charges may apply for international shipping.

Soft Cover. Condition: Very Good. No Jacket.

Paperback. Condition: new. Paperback. Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines. Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Condition: New. In.

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Condition: Good. Minor shelfwear to extremities of covers, previous owners signature on title page, otherwise fine.

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Paperback. Condition: new. Paperback. Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines. Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Taschenbuch. Condition: Neu. Neuware -A covariant Feynman-Kac formula for unitary bundles over euclidean space.- On the integrated formulation of Zakai and Kushner equations.- Lattice approximation in the stochastic quantization of ( 4)2 fields1.- The support of the density of a filter in the uncorrelated case.- Variational inequalities for the control of stochastic partial differential equations.- Generalized solutions of stochastic evolution equations.- On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula.- Some applications of quantum probability to stochastic differential equations in Hilbert space.- The stability of stochastic partial differential equations and applications. Theorems on supports.- Weak convergence of solutions of stochastic evolution equations on nuclear spaces.- A stochastic reaction-diffusion model.- Stochastic partial differential equations of generalized Brownian functionals.- Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation.- A generalized equation for a continuous measure branching process.- Mesures cylindriques et distributions sur l'espace de Wiener.- A summary of some identities of the Malliavin calculus.- A Lie algebraic criterion for non-existence of finite dimensionally computable filters.- A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation.- A connection between the expansion of filtrations and Girsanov's theorem.- White noise in space and time as the time-derivative of a cylindrical Wiener process.- Large deviations for non-linear radonifications of white noise.- Symmetric solutions of semilinear stochastic equations. 276 pp. Englisch.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - A covariant Feynman-Kac formula for unitary bundles over euclidean space.- On the integrated formulation of Zakai and Kushner equations.- Lattice approximation in the stochastic quantization of ( 4)2 fields1.- The support of the density of a filter in the uncorrelated case.- Variational inequalities for the control of stochastic partial differential equations.- Generalized solutions of stochastic evolution equations.- On the relation of anticipative Stratonovich and symetric integrals: A decomposition formula.- Some applications of quantum probability to stochastic differential equations in Hilbert space.- The stability of stochastic partial differential equations and applications. Theorems on supports.- Weak convergence of solutions of stochastic evolution equations on nuclear spaces.- A stochastic reaction-diffusion model.- Stochastic partial differential equations of generalized Brownian functionals.- Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation.- A generalized equation for a continuous measure branching process.- Mesures cylindriques et distributions sur l'espace de Wiener.- A summary of some identities of the Malliavin calculus.- A Lie algebraic criterion for non-existence of finite dimensionally computable filters.- A generalization of Wahba's theorem on the equivalence between spline smoothing and Bayesian estimation.- A connection between the expansion of filtrations and Girsanov's theorem.- White noise in space and time as the time-derivative of a cylindrical Wiener process.- Large deviations for non-linear radonifications of white noise.- Symmetric solutions of semilinear stochastic equations.

Condition: VG. Berlin 1987 Springer Verlag. Large octavo, 257pp., original printed wraps. VG, light wear, text slightly browned (not brittle).