Regularity Theory and Stochastic Flows for Parabolic Ispdes

by Franco Flandoli

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The book treats two topics in the theory of stochastic partial differential equations: space-regularity of solutions and existence of stochastic flows. The equations considered in the book are linear parabolic with multiplicative noise, like those arising in non-linear filtering or diffusion models in randomly moving media. Regularity theory in Sobolev spaces is extensively investigated, for homogeneous and non-homogeneous boundary value problems,...

Format:Hardcover

Language:English

ISBN:2884490450

ISBN13:9782884490450

Release Date:August 1995

Publisher:CRC Press

Length:90 Pages

Weight:0.91 lbs.

Dimensions:0.6" x 6.2" x 9.3"

Grade Range:Postsecondary and higher

Related Subjects

Math Mathematics Science Science & Math Science & Scientists Science & Technology

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Regularity Theory and Stochastic Flows for Parabolic Ispdes

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