Regularity Theory and Stochastic Flows for Parabolic Spdes - Couverture rigide

Flandoli, Franco

 
9782884490450: Regularity Theory and Stochastic Flows for Parabolic Spdes
Couverture rigide
ISBN 10 : 2884490450 ISBN 13 : 9782884490450
Editeur : Taylor & Francis Ltd, 1995

Synopsis

The book treats two topics in the theory of stochastic partial differential equations: space-regularity of solutions and existence of stochastic flows. The equations considered in the book are linear parabolic with multiplicative noise, like those arising in non-linear filtering or diffusion models in randomly moving media. Regularity theory in Sobolev spaces is extensively investigated, for homogeneous and non-homogeneous boundary value problems, with a detailed analysis of the new geometrical conditions on coefficients arising as a consequence of the stochaticity. The book provides an account of regularity results that may represent a useful reference for the researcher in stochastic partial differential equations. Regularity theory is then applied to prove the existence of stochastic flows. In spite of the variety of results on stochastic flows obtained by this method, several open problems are pointed out, with the hope of stimulating further research on this subject.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Franco Flandoli (Universita di Pisa, Italy)

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Taylor & Francis Ltd
Date d'édition
1995
Langue
anglais
ISBN 10 
2884490450
ISBN 13 
9782884490450
Reliure
Relié
Nombre de pages
79
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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