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.
1114158965
THREE CLASSES NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUA
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.
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THREE CLASSES NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUA
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THREE CLASSES NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUA
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Product Details
| ISBN-13: | 9789814452373 |
|---|---|
| Publisher: | World Scientific Publishing Company, Incorporated |
| Publication date: | 05/06/2013 |
| Sold by: | Barnes & Noble |
| Format: | eBook |
| Pages: | 176 |
| File size: | 4 MB |
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