Stochastic Differential Equations
Download or Read eBook Stochastic Differential Equations PDF written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle.
Author | : Peter H. Baxendale |
Publisher | : World Scientific |
Total Pages | : 416 |
Release | : 2007 |
ISBN-10 | : 9789812706621 |
ISBN-13 | : 9812706623 |
Rating | : 4/5 (21 Downloads) |
Book Synopsis Stochastic Differential Equations by : Peter H. Baxendale
Book excerpt: The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.