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Item Details
| Title:
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INTRODUCTION TO DIFFERENTIAL STOCHASTIC EQUATIONS
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| By: |
Giuseppe Da Prato |
| Format: |
Paperback |
| List price:
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£10.99 |
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We believe that this item is permanently unavailable, and so we cannot source
it.
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| ISBN 10: |
8876422595 |
| ISBN 13: |
9788876422591 |
| Publisher: |
BIRKHAUSER VERLAG AG |
| Pub. date: |
1 October, 1995 |
| Series: |
Publications of the Scuola Normale Superiore / Crm Series |
| Pages: |
119 |
| Description: |
Collects the lecture notes of a twenty-hour introductory course on Differential Stochastic Equations. This title intends to popularize the use of Probability among analysts interested in Parabolic Equations. It is suitable for those having basic knowledge of Functional Analysis and Measure Theory but not familiar with Probability Theory. |
| Synopsis: |
This volume collects the lecture notes of a twenty-hour introductory course on Differential Stochastic Equations. The lectures were designed for an audience having basic knowledge of Functional Analysis and Measure Theory but not familiar with Probability Theory. The main aim was to popularize the use of Probability among analysts interested in Parabolic Equations. We tried to focus on the idea that ordinary differential stochastic equations play the same role in the theory of second order parabolic equations as deterministic ordinary differential equations do in the study of first order partial differential equations, through the well-known characteristics method. |
| Publication: |
Italy |
| Imprint: |
Scuola Normale Superiore |
| Returns: |
Returnable |
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