Stochastic Partial Differential Equations: Six Perspectives
Author： Rene A. Carmona;Boris Rozovskii
Publisher： American Mathematical Society
Publication year： 1999
E-ISBN: 9781470412913
P-ISBN(Paperback): 9780821821008
P-ISBN(Hardback): 9780821821008
Subject： O211.63 Stochastic Differential Equations
Keyword： Probability and Statistics
Language： ENG
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Stochastic Partial Differential Equations: Six Perspectives
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.