Stochastic Partial Differential Equations and Applications by Giuseppe Da Prato, Luciano Tubaro
English | 2002 | ISBN: 0824707923 | 474 Pages | DJVU | 7.1 MB
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.