Regularity Theory and Stochastic Flows for Parabolic Spdes - Couverture rigide

Flandoli, Franco

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.

A propos du livre

À propos des auteurs

Franco Flandoli (Universita di Pisa, Italy)

Franco Flandoli is Professore Associato in mathematics at the Scuola Normale Superiore, Pisa, Italy.

À propos de la quatrième de couverture

First published in 1995. Routledge is an imprint of Taylor & Francis, an informa company.

Détails de l'édition

• 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; ; Europaallee 1; Bad Hersfeld; 36244; Allemagne