Stochastic differential equations and applications
Stochastic Differential Equations and Applications.
Read More ↓Title Statements
- Full title :Stochastic differential equations and applications. / Avner Friedman.
Summary
Stochastic Differential Equations and Applications.
Read More ↓Edition Statements
- Publication Date:©1976
Publication Statements
- Publisher(s):Academic Press
- Place of Publication:New York, New York
- Language:eng
- Publication Date:©1976
The Physical Object
- Description:1 online resource (317 pages)
Edition Identifiers
- ISBN:9781483217888, 1483217884, 0122682025, 9780122682025
- oclc:ocn903963874
- LC Classification:QA274.23
- Dewey Decimal:519.2
Table of Contents
Front Cover; Stochastic Differential Equations and Applications; Copyright Page; Table of Contents; Preface; General Notation; Contents of Volume 1; Chapter 10. Auxiliary Results in Partial Differential Equations; 1. Schaudere estimates for elliptic and parabolic equations; 2. Sobolev's inequality; 3. Lp estimates for elliptic equations; 4. Lp estimates for parabolic equations; Problems; Chapter 11. Nonattalnability; 1. Basic definitions; a lemma; 2. A fundamental lemma; 3. The case d(x) e"3; 4. The case d(x) e"2; 5. M consists of one point and d = 1; 6. The case d(x) = 0; 7. Mixed case.
4. Existence of saddle points in bounded domains5. Elliptic estimates for increasing domains; 6. Elliptic variational inequalities; 7. Existence of saddle points in unbounded domains; 8. The stopping time problem; Part II. The Nonstationary Case; 9. Characterization of saddle points; 10. Parabolic variational inequalities; 11. Parabolic variational inequalities (continued); 12. Existence of a saddle point; 13. The stopping time problem; Problems; Chapter 17. Stochastic Differential Games; 1. Auxiliary results; 2. N-person stochastic differential games with perfect observation.
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