Three Classes of Nonlinear Stochastic Partial Differential Equations is popular PDF and ePub book, written by Jie Xiong in 2013-05-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Three Classes of Nonlinear Stochastic Partial Differential Equations can be Read Online from any device for your convenience.
Three Classes of Nonlinear Stochastic Partial Differential Equations Book PDF Summary
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. Contents:Introduction to SuperprocessesSuperprocesses in Random EnvironmentsLinear SPDEParticle Representations for a Class of Nonlinear SPDEsStochastic Log-Laplace EquationSPDEs for Density Fields of the Superprocesses in Random EnvironmentBackward Doubly Stochastic Differential EquationsFrom SPDE to BSDE Readership: Graduate students and researchers in the area of stochastic processes and applications. Keywords:Stochastic Partial Differential Equation;Superprocess in Random Environment;Backward Stochastic Differential EquationKey Features:Techniques are developed for specific SPDEs instead of for general SPDEs where the coefficients are not Lipschitz and the equations are highly nonlinearThe connection between SPDEs and backward stochastic differential equations are introducedFirst book in the area of measure-valued processes in random environmentsReviews: “The results presented in this monograph are due mainly to J. Xiong and his collaborators, but have been hitherto scattered in journal papers. Therefore, a book gathering them together and making them easily available is of interest for researchers in the field of measure-valued processes and/or stochastic partial differential equations.” Zentralblatt MATH “The book is based essentially on the various articles of Xiong on stochastic partial differential equations. The reader will profit from a tasteful selection of the material and from a focused and self-contained presentation.” Jahresber Dtsch Math
Detail Book of Three Classes of Nonlinear Stochastic Partial Differential Equations PDF
- Author : Jie Xiong
- Release : 06 May 2013
- Publisher : World Scientific
- ISBN : 9789814452373
- Genre : Mathematics
- Total Page : 176 pages
- Language : English
- PDF File Size : 21,5 Mb
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