Kotelenez, Peter
Stochastic Ordinary and Stochastic Partial Differential Equations
Part I. From Microscopic Dynamics to Mesoscopic Kinematics
1. Heuristics: Microscopic Model and Space—Time Scales
2. Deterministic Dynamics in a Lattice Model and a Mesoscopic (Stochastic) Limit
3. Proof of the Mesoscopic Limit Theorem
Part II. Mesoscopic A: Stochastic Ordinary Differential Equations
4. Stochastic Ordinary Differential Equations: Existence, Uniqueness, and Flows Properties
5. Qualitative Behavior of Correlated Brownian Motions
6. Proof of the Flow Property
7. Comments on SODEs: A Comparison with Other Approaches
Part III. Mesoscopic B: Stochastic Partial Differential Equations
8. Stochastic Partial Differential Equations: Finite Mass and Extensions
9. Stochastic Partial Differential Equations: Infinite Mass
10. Stochastic Partial Differential Equations:Homogeneous and Isotropic Solutions
11. Proof of Smoothness, Integrability, and Itô’s Formula
12. Proof of Uniqueness
13. Comments on Other Approaches to SPDEs
Part IV. Macroscopic: Deterministic Partial Differential Equations
14. Partial Differential Equations as a Macroscopic Limit
Part V. General Appendix
15. Appendix
DRM-restrictions
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Avainsanat: MATHEMATICS / General MAT000000
- Tekijä(t)
- Kotelenez, Peter
- Julkaisija
- Springer
- Julkaisuvuosi
- 2008
- Kieli
- en
- Painos
- 1
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9780387743172