Three Classes Of Nonlinear Stochastic Partial Differential Equations - Couverture rigide

Xiong, Jie

 
9789814452359: Three Classes Of Nonlinear Stochastic Partial Differential Equations
Couverture rigide
ISBN 10 : 9814452351 ISBN 13 : 9789814452359
Editeur : World Scientific Publishing Co Pte Ltd, 2013

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.

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

Présentation de l'éditeur

“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.

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

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2013
Langue
anglais
ISBN 10 
9814452351
ISBN 13 
9789814452359
Reliure
Relié
Nombre de pages
178
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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