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Stochastic Partial Differential Equations: Six Perspectives

(Mathematical Surveys and Monographs)

5bb94c98d28df.jpg Author B. L. Rozovskii, R. Carmona, and Rene A. Carmona
Isbn 9780821808061
File size 34.71MB
Year 1998
Pages 334
Language English
File format PDF
Category Mathematics

Book Description:

The field of Stochastic Partial Differential Equations (SPDEs) is one of the most dynamically developing areas of mathematics. It lies at the cross section of probability, partial differential equations, population biology, and mathematical physics. The field is especially attractive because of its interdisciplinary nature and the enormous richness of current and potential future applications. This volume is a collection of six important topics in SPDEs presented from the viewpoint of distinguished scientists working in the field and related areas. Emphasized are the genesis and applications of SPDEs as well as mathematical theory and numerical methods.



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