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Measure-valued Processes, Stochastic Partial Differential Equations, and Interacting Systems
Language: en
Pages: 260
Authors: Donald Andrew Dawson
Categories: Mathematics
Type: BOOK - Published: 1994-01-01 - Publisher: American Mathematical Soc.

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The papers in this collection explore the connections between the rapidly developing fields of measure-valued processes, stochastic partial differential equatio
Stochastic Partial Differential Equations: Six Perspectives
Language: en
Pages: 360
Authors: René Carmona
Categories: Mathematics
Type: BOOK - Published: 1999 - Publisher: American Mathematical Soc.

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Presents the main topics of interest in the field of stochastic partial differential equations (SPDEs), emphasizing breakthroughs and such basic issues as the r
Stochastic Differential and Difference Equations
Language: en
Pages: 384
Authors: Imre Csiszár
Categories: Mathematics
Type: BOOK - Published: 1997 - Publisher: Springer Science & Business Media

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Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Com
Measure-valued Processes and Stochastic Flows
Language: en
Pages: 228
Authors: Andrey A. Dorogovtsev
Categories: Mathematics
Type: BOOK - Published: 2023-11-06 - Publisher: Walter de Gruyter GmbH & Co KG

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A Concise Course on Stochastic Partial Differential Equations
Language: en
Pages: 149
Authors: Claudia Prévôt
Categories: Mathematics
Type: BOOK - Published: 2007-05-26 - Publisher: Springer

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These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the