THREE CLASSES OF NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

三类非线性随机偏微分方程

代数学

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平台大促 低至8折优惠
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2013年05月07日
装      帧
精装
ISBN
9789814452359
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页      码
176
语      种
英文
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图书简介
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. Key Features: • Techniques are developed for specific SPDEs instead of for general SPDEs where the coefficients are not Lipschitz and the equations are highly nonlinear • The connection between SPDEs and backward stochastic differential equations are introduced • First book in the area of measure-valued processes in random environments
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