Stochastic Partial Differential Equations and Applications (Lecture Notes in Pure and Applied Mathematics)

Guiseppe Da Prato; Luciano Tubaro, Eds

ISBN 10: 0824707923 ISBN 13: 9780824707927

Published by CRC Press, 2002

Language: English

Condition: Used - Very good Soft cover

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Bibliographic Details

Title

Stochastic Partial Differential Equations and Applications (Lecture Notes in Pure and Applied Mathematics)

Publisher

CRC Press

Publication Date

2002

Language

English

ISBN 10

0824707923

ISBN 13

9780824707927

Binding

Soft Cover

Condition

Very Good

Dust Jacket Condition

No Jacket

Seller catalogs

Mathematics

About this title

Synopsis

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

About the Author

Giuseppe Da Prato

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