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.
Jie Xiong
THREE CLASSES NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUA [EPUB ebook]
THREE CLASSES NONLINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUA [EPUB ebook]
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Lingua Inglese ● Formato EPUB ● Pagine 176 ● ISBN 9789814452373 ● Dimensione 3.5 MB ● Casa editrice World Scientific Publishing Company ● Città Singapore ● Paese SG ● Pubblicato 2013 ● Scaricabile 24 mesi ● Moneta EUR ● ID 2885330 ● Protezione dalla copia Adobe DRM
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