Panagiotis E. Souganidis - Böcker
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2 produkter
2 produkter
Del 2253 - Lecture Notes in Mathematics
Singular Random Dynamics
Cetraro, Italy 2016
Häftad, Engelska, 2019
536 kr
Skickas inom 10-15 vardagar
Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations.
Del 1660 - Lecture Notes in Mathematics
Viscosity Solutions and Applications
Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, June, 12 - 20, 1995
Häftad, Engelska, 1997
536 kr
Skickas inom 10-15 vardagar
This volume comprises five extended surveys on the theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, and stochastic processes.