Stochastic PDE`s and Kolmogorov Equations in Infinite Dimensions, N.V. Krylov; G. Da Prato; M. R?ckner; J. Zabczyk
Автор: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521728525 ISBN-13(EAN): 9780521728522 Издательство: Cambridge Academ Рейтинг: Цена: 9029.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.
Автор: Ming Li; Paul M.B. Vit?nyi Название: An Introduction to Kolmogorov Complexity and Its Applications ISBN: 1489984453 ISBN-13(EAN): 9781489984456 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by two experts in the field, this is the only comprehensive and unified treatment of the central ideas and applications of Kolmogorov complexity. The book presents a thorough treatment of the subject with a wide range of illustrative applications.
Автор: Andrei N. Kolmogorov; Adolf-Andrei P. Yushkevich Название: Mathematics of the 19th Century ISBN: 3034899335 ISBN-13(EAN): 9783034899338 Издательство: Springer Рейтинг: Цена: 12571.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The general principles by which the editors and authors of the present edition have been guided were explained in the preface to the first volume of Mathemat- ics of the 19th Century, which contains chapters on the history of mathematical logic, algebra, number theory, and probability theory (Nauka, Moscow 1978;
Автор: Bjorn Birnir Название: The Kolmogorov-Obukhov Theory of Turbulence ISBN: 1461462614 ISBN-13(EAN): 9781461462613 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Kolmogorov-Obukhov Theory of Turbulence develops a statistical theory of turbulence from the stochastic Navier-Stokes equation and the physical theory, that was proposed by Kolmogorov and Obukhov in 1941.
Автор: Sergey Bagdasarov Название: Chebyshev Splines and Kolmogorov Inequalities ISBN: 3034897812 ISBN-13(EAN): 9783034897815 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Da Prato Название: Stochastic Equations in Infinite Dimensions ISBN: 1107055849 ISBN-13(EAN): 9781107055841 Издательство: Cambridge Academ Рейтинг: Цена: 21384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. Thoroughly updated, it also includes two brand new chapters surveying recent developments in the area.
Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Автор: Gawarecki, Leszek Mandrekar, Vidyadhar Название: Stochastic differential equations in infinite dimensions ISBN: 3642266347 ISBN-13(EAN): 9783642266348 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It presents major methods, including compactness, coercivity, monotonicity, in different set-ups.
Описание: The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.
Автор: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521899907 ISBN-13(EAN): 9780521899901 Издательство: Cambridge Academ Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.
Автор: Tadahisa Funaki; Wojbor Woyczynski Название: Nonlinear Stochastic PDEs ISBN: 1461384702 ISBN-13(EAN): 9781461384700 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This IMA Volume in Mathematics and its Applications NONLINEAR STOCHASTIC PDEs: HYDRODYNAMIC LIMIT AND BURGERS` TURBULENCE is based on the proceedings of the period of concentration on Stochas- tic Methods for Nonlinear PDEs which was an integral part of the 1993- 94 IMA program on "Emerging Applications of Probability."
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