Three Classes of Nonlinear Stochastic Partial Differential Equations

Xiong, Jie

ISBN 10: 9814452351 / ISBN 13: 9789814452359

Published by World Scientific Pub Co Inc, 2013

About this Item

1st edition. 176 pages. 9.25x6.25x0.75 inches. In Stock.

Seller Inventory # x-9814452351

Bibliographic Details

• Title: Three Classes of Nonlinear Stochastic Partial Differential Equations
• Publisher: World Scientific Pub Co Inc
• Publication Date: 2013
• Language: English
• ISBN 10: 9814452351
• ISBN 13: 9789814452359
• Binding: Hardcover
• Condition: Brand New

About this title

Synopsis

The results presented in this monograph are due mainly to J. Xiong and his collaborators, but have been hitherto scattered in journal papers. Therefore, a book gathering them together and making them easily available is of interest for researchers in the field of measure-valued processes and/or stochastic partial differential equations. Zentralblatt Math The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (Spdes) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such Spdes. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between Spdes and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear Spdes.

From the Back Cover

The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs.