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Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics - Hardcover

Wilfried Grecksch; Hannelore Lisei

 
9789811209789: Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
Hardcover
ISBN 10: 9811209782 ISBN 13: 9789811209789
Publisher: World Scientific Publishing Company, 2020

Synopsis

This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.

The topics presented in this volume are:

  • dynamics of stochastic reaction-diffusion equations;
  • stochastic Itô-Volterra backward equations in Banach spaces;
  • stochastic equations of Schrödinger type;
  • optimal control of stochastic Navier-Stokes equations;
  • quantum Hamilton equations from stochastic optimal control theory.

This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.

"synopsis" may belong to another edition of this title.

Publisher
World Scientific Publishing Company
Publication date
2020
Language
English
ISBN 10 
9811209782
ISBN 13 
9789811209789
Binding
Hardcover
Number of pages
260