Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations 9783110635508, 9783110633139

Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations 9783110635508, 9783110633139

This book studies the existence and uniqueness of solutions to parabolic-type equations with irregular coefficients and/

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Stochastic partial differential equations and applications 9780824707927, 0824707923

750 105 28MB Read more

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance 1119166063, 9781119166061

A comprehensive introduction to the core issues of stochastic differential equations and their effective application In

712 134 12MB Read more

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance 1119166063, 9781119166061

A comprehensive introduction to the core issues of stochastic differential equations and their effective application In

1,085 190 3MB Read more

Controllability and Stabilization of Parabolic Equations (Progress in Nonlinear Differential Equations and Their Applications (90)) [1st ed. 2018] 9783319766652, 3319766651

This monograph presents controllability and stabilization methods in control theory that solve parabolic boundary value

438 47 1MB Read more

Differential Equations in Applications 5030005218

187 120 7MB Read more

Boundary Stabilization of Parabolic Equations (Progress in Nonlinear Differential Equations and Their Applications) [1st ed. 2019] 3030110982, 9783030110987

This monograph presents a technique, developed by the author, to design asymptotically exponentially stabilizing finite-

694 110 1MB Read more

Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling [1 ed.] 1119377382, 9781119377382

A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic mode

1,516 221 3MB Read more

Differential Equations with Applications and Historical Notes [1 ed.]

860 83 28MB Read more

Introduction to stochastic differential equations with applications to modelling in biology and finance 9781119166078, 1119166071, 9781119166085, 111916608X, 9781119166092, 1119166098, 9781119166061

13 Girsanov's theorem13.1 Introduction through an example; 13.2 Girsanov's theorem; 14 Options and the Black-S

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