Three Classes Of Nonlinear Stochastic Partial Differential Equations

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    Three Classes Of Nonlinear Stochastic Partial Differential Equations
    By: Jie Xiong
    Publisher:
    WSPC
    Print ISBN: 9789814452359, 9814452351
    eText ISBN: 9789814452373, 9814452378
    Pages: 176
    Format: EPUB
    Available from $ 31.00 USD
    SKU 9789814452373
    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.
    Contents:
    Introduction to Superprocesses
    Superprocesses in Random Environments
    Linear SPDE
    Particle Representations for a Class of Nonlinear SPDEs
    Stochastic Log-Laplace Equation
    SPDEs for Density Fields of the Superprocesses in Random Environment
    Backward Doubly Stochastic Differential Equations
    From SPDE to BSDE

    Readership: Graduate students and researchers in the area of stochastic processes and applications.
     

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