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Stochastic Partial Differential Equations and Applications - VII by Giuseppe Da Prato, Luciano Tubaro

Download Stochastic Partial Differential Equations and Applications - VII

Stochastic Partial Differential Equations and Applications - VII Giuseppe Da Prato, Luciano Tubaro
Language: English
Page: 360
Format: pdf
ISBN: 0824700279, 9780824700270
Publisher: Marcel Dekker Inc

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.