This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

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 …

A new volume of philosophical essays by Bernard Williams. The book is a successor to
Problems of the Self, but whereas that volume dealt mainly with questions of personal …

This book is devoted to the asymptotic properties of solutions of stochastic evolution
equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical …

Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …

Hybrid Switching Diffusions: Properties and Applications (Yin, GG and Zhu, C.; 2010) [Bookshelf]
Page 1 74 IEEE CONTROL SYSTEMS MAGAZINE » OCTOBER 2010 » BOOKSHELF 1066-033X/10/$26.00©2010IEEE …

During the seven years that elapsed between the first and second editions of the present
book, considerable progress was achieved in the area of financial modelling and pricing of …

The main objective of this book is to give an overview of the theory of Hamilton–Jacobi–
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …

Second order linear parabolic and elliptic equations arise frequently in mathematics and
other disciplines. For example parabolic equations are to be found in statistical mechanics …

Formulae for the derivatives of solutions of diffusion equations are derived which clearly
exhibit, and allow estimation of, the equations′ smoothing properties. These also give …