Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.

About the Author
Giuseppe Da Prato, Luciano Tubaro


Book Information
ISBN 9781138417519
Author Giuseppe Da Prato
Format Hardback
Page Count 360
Imprint CRC Press
Publisher Taylor & Francis Ltd
Weight(grams) 453g