Stochastic partial differential equations and applications - vii
Éditeur :
Taylor & Francis Inc
ISBN :
9780824700270
Date de publication :
12 oct. 2005
Dimensions :
25,4 x 17,8 cm
Poids :
670 g
Langue :
Anglais
Pays d'origine :
USA
Presents an overview of stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. This book includes such topics as Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, and quantum stochastic differential equations. It offers information for PhD students in probability.