[图书][B] Fokker–Planck–Kolmogorov Equations
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 …
elliptic and parabolic equations for measures, the main examples of which are Fokker …
[图书][B] Stochastic equations in infinite dimensions
G Da Prato, J Zabczyk - 2014 - books.google.com
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 …
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …
[图书][B] Moral luck: philosophical papers 1973-1980
B Williams - 1981 - books.google.com
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 …
Problems of the Self, but whereas that volume dealt mainly with questions of personal …
[图书][B] Ergodicity for infinite dimensional systems
G Da Prato, J Zabczyk - 1996 - books.google.com
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 …
equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical …
[图书][B] Representations of algebraic groups
JC Jantzen - 2003 - books.google.com
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 …
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]
R Liu - IEEE Control Systems Magazine, 2010 - ieeexplore.ieee.org
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 …
Page 1 74 IEEE CONTROL SYSTEMS MAGAZINE » OCTOBER 2010 » BOOKSHELF 1066-033X/10/$26.00©2010IEEE …
[图书][B] Stochastic modelling and applied probability
A Board - 2005 - Springer
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 …
book, considerable progress was achieved in the area of financial modelling and pricing of …
Stochastic optimal control in infinite dimension
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 …
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …
[图书][B] Second order partial differential equations in Hilbert spaces
G Da Prato, J Zabczyk - 2002 - books.google.com
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 …
other disciplines. For example parabolic equations are to be found in statistical mechanics …
Formulae for the derivatives of heat semigroups
KD Elworthy, XM Li - Journal of Functional Analysis, 1994 - Elsevier
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 …
exhibit, and allow estimation of, the equations′ smoothing properties. These also give …