Stochastic Differential Equations
Author | : Peter H. Baxendale |
Publisher | : World Scientific |
Total Pages | : 416 |
Release | : 2007 |
ISBN-10 | : 9789812706621 |
ISBN-13 | : 9812706623 |
Rating | : 4/5 (623 Downloads) |
Download or read book Stochastic Differential Equations written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.