Search Results for: Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics

This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory

The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typical

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as st