Stochastic partial differential equations and applications
by Da Prato, Giuseppe Tubaro, L., (Luciano)
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications V, this work offers applications in filtering theory, stochastic quantization, quantum probability and mathematical finance.
Read More ↓Title Statements
- Full title :Stochastic partial differential equations and applications / edited by Giuseppe Da Prato, Luciano Tubaro.
Summary
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications V, this work offers applications in filtering theory, stochastic quantization, quantum probability and mathematical finance.
Read More ↓Edition Statements
- Publication Date:©2002.
Publication Statements
- Publisher(s):Marcel Dekker
- Place of Publication:New York
- Language:eng
- Publication Date:©2002.
The Physical Object
- Description:1 online resource (ix, 460 pages) : : illustrations
Edition Identifiers
- ISBN:0824744292, 9780824744298, 9780203910177, 0203910176, 9780824707927, 0824707923, 9781135559953, 1135559953, 9781135559908, 1135559902, 9781135559946, 1135559945
- DOI:10.1201/9780203910177
- oclc:ocm54346704
- LC Classification:QA274.25
- Dewey Decimal:519.2
Table of Contents
Preface; Contents; Contributors; The Semi-Martingale Property of the Square of White Noise Integrators; SPDEs Leading to Local, Relativistic Quantum Vector Fields with Indefinite Metric and Nontrivial S-Matrix; Considerations on the Controllability of Stochastic Linear Heat Equations; Stochastic Differential Equations for Trace-Class Operators and Quantum Continual Measurements; Invariant Measures of Diffusion Processes: Regularity, Existence, and Uniqueness Problems; On the Theory of Random Attractors and Some Open Problems.
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