THREE CLASSES NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUA

Xiong Jie

ISBN 10: 9814452351 / ISBN 13: 9789814452359

Verlag: World Scientific, 2013

Beschreibung

nach der Bestellung gedruckt Neuware - Printed after ordering - 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.

Bestandsnummer des Verkäufers 9789814452359

Bibliografische Details

• Titel: THREE CLASSES NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUA
• Verlag: World Scientific
• Erscheinungsjahr: 2013
• Sprache: Englisch
• ISBN-10: 9814452351
• ISBN-13: 9789814452359
• Einband: Buch
• Zustand: Neu
• Abmessungen: 235B x 157 H x 14 T Millimeter Breite: 235 mm, Höhe: 157 mm, Tiefe: 14 mm
• Gewicht: 417 Gramm

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.