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Random Fields and Stochastic Partial Differential Equations [Elektronische Ressource]

Mathematics and Its Applications : 438

Rozanov, Yu. A

1998

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Burgers-KPZ Turbulence : G©œttingen Lectures

Lecture Notes in Mathematics : 1700

Woyczy¿�ski, Wojbor A

1998

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Kolmogorov Equations for Stochastic PDEs [Elektronische Ressource]

Advanced Courses in Mathematics CRM Barcelona, Centre de Recerca Matemàtica

Prato, Giuseppe

2004

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Stochastic PDE�́�s and Kolmogorov Equations in Infinite Dimensions : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24�́�September 1, 1998

Lecture Notes in Mathematics : 1715

1999

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Second Order PDE�́�s in Finite and Infinite Dimension : A Probabilistic Approach

Lecture Notes in Mathematics : 1762

Cerrai, Sandra[Herausgeber]

2001

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Schrödinger Equations and Diffusion Theory [Elektronische Ressource]

Modern Birkhäuser Classics

Nagasawa, Masao

1993

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Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

Lecture Notes in Mathematics : 1718

Eberle, Andreas

1999

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Advection and Diffusion in Random Media : Implications for Sea Surface Temperature Anomalies [Elektronische Ressource]

1997

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Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach [Elektronische Ressource]

Probability and its Applications

1996

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Brownian Motion, Obstacles and Random Media [Elektronische Ressource]

Springer Monographs in Mathematics

Sznitman, Alain-Sol

1998

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Products of Random Matrices with Applications to Schrödinger Operators [Elektronische Ressource]

Progress in Probability and Statistics : 8

1985

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Foundations of Deterministic and Stochastic Control [Elektronische Ressource]

Systems & Control: Foundations & Applications

Davis, Jon H

2002

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Proceedings of the International Conference on Stochastic Analysis and Applications : Hammamet, 2001 [Elektronische Ressource]

2004

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Asymptotic Combinatorics with Applications to Mathematical Physics : A European Mathematical Summer School held at the Euler Institute, St. Petersburg, Russia July 9�́�20, 2001

Lecture Notes in Mathematics : 1815

2003

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Stochastic Evolution Systems : Linear Theory and Applications to Non-linear Filtering [Elektronische Ressource]

Mathematics and Its Applications (Soviet Series) : 35

Rozovskii, B. L

1990

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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

Lecture Notes in Mathematics : 1660

1997

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Stochastic Integration and Differential Equations [Elektronische Ressource]

Stochastic Modelling and Applied Probability, Applications of Mathematics : 21

Protter, Philip E

Second Edition, Version 2.1, 2003

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Ergodic Theory of Random Transformations [Elektronische Ressource]

Progress in Probability and Statistics : 10

Kifer, Yuri

1986

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Semigroups, Boundary Value Problems and Markov Processes [Elektronische Ressource]

Springer Monographs in Mathematics

Taira, Kazuaki

2004

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Probabilistic Models for Nonlinear Partial Differential Equations : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22�́�30, 1995

Lecture Notes in Mathematics : 1627

1996

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Evolution Equations: Applications to Physics, Industry, Life Sciences and Economics : EVEQ2000 Conference in Levico Terme (Trento, Italy), October 30–November 4, 2000 [Elektronische Ressource]

Progress in Nonlinear Differential Equations and Their Applications : 55

2003

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Stochastic Differential and Difference Equations [Elektronische Ressource]

Progress in Systems and Control Theory : 23

1997

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Integration on Infinite-Dimensional Surfaces and Its Applications [Elektronische Ressource]

Mathematics and Its Applications : 496

Uglanov, A. V

2000

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Real and Stochastic Analysis : New Perspectives [Elektronische Ressource]

Trends in Mathematics

Rao, M. M

2004

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Stochastic Equations and Differential Geometry [Elektronische Ressource]

Mathematics and Its Applications, Soviet Series : 30

1990

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Autor / AutorinGetoor, R. K

SchlagwortApplications of Mathematics

SchlagwortQuantitative Finance

SchlagwortPartial Differential Equations

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Random Fields and Stochastic Partial Differential Equations [Elektronische Ressource]

Burgers-KPZ Turbulence : G©œttingen Lectures

Kolmogorov Equations for Stochastic PDEs [Elektronische Ressource]

Stochastic PDE�́�s and Kolmogorov Equations in Infinite Dimensions : Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24�́�September 1, 1998

Second Order PDE�́�s in Finite and Infinite Dimension : A Probabilistic Approach

Schrödinger Equations and Diffusion Theory [Elektronische Ressource]

Uniqueness and Non-Uniqueness of Semigroups Generated by Singular Diffusion Operators

Advection and Diffusion in Random Media : Implications for Sea Surface Temperature Anomalies [Elektronische Ressource]

Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach [Elektronische Ressource]

Brownian Motion, Obstacles and Random Media [Elektronische Ressource]

Products of Random Matrices with Applications to Schrödinger Operators [Elektronische Ressource]

Foundations of Deterministic and Stochastic Control [Elektronische Ressource]

Proceedings of the International Conference on Stochastic Analysis and Applications : Hammamet, 2001 [Elektronische Ressource]

Asymptotic Combinatorics with Applications to Mathematical Physics : A European Mathematical Summer School held at the Euler Institute, St. Petersburg, Russia July 9�́�20, 2001

Stochastic Evolution Systems : Linear Theory and Applications to Non-linear Filtering [Elektronische Ressource]

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

Stochastic Integration and Differential Equations [Elektronische Ressource]

Ergodic Theory of Random Transformations [Elektronische Ressource]

Semigroups, Boundary Value Problems and Markov Processes [Elektronische Ressource]

Probabilistic Models for Nonlinear Partial Differential Equations : Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22�́�30, 1995

Evolution Equations: Applications to Physics, Industry, Life Sciences and Economics : EVEQ2000 Conference in Levico Terme (Trento, Italy), October 30–November 4, 2000 [Elektronische Ressource]

Stochastic Differential and Difference Equations [Elektronische Ressource]

Integration on Infinite-Dimensional Surfaces and Its Applications [Elektronische Ressource]

Real and Stochastic Analysis : New Perspectives [Elektronische Ressource]

Stochastic Equations and Differential Geometry [Elektronische Ressource]

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