Three Classes Of Nonlinear Stochastic Partial Differential Equations by Jie Xion

Description: Three Classes Of Nonlinear Stochastic Partial Differential Equations by Jie Xiong The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs. Flap The study of measure-valued processes in random environments has seen some intensive research activities in recent years whereby interesting nonlinear stochastic partial differential equations (SPDEs) were derived. Due to the nonlinearity and the non-Lipschitz continuity of their coefficients, new techniques and concepts have recently been developed for the study of such SPDEs. These include the conditional Laplace transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This volume provides an introduction to these topics with the aim of attracting more researchers into this exciting and young area of research. It can be considered as the first book of its kind. The tools introduced and developed for the study of measure-valued processes in random environments can be used in a much broader area of nonlinear SPDEs. Author Biography Jie Xiong received his PhD in Statistics from the University of North Carolina in 1992. He accepted a position as Associate Professor in the University of Tennessee in 1993, and remains a professor in the Department of Mathematics. Besides many short visits to other institutes, he spent six months visiting the University of Wisconsin, another six months visiting the Fields Institute in Toronto, a year working in the University of Alberta as a Tier II Canada Research Chair in Stochastic Processes and Filtering, and one year in Weierstrass Institute in Berlin supported by a Humboldt Research Table of Contents Introduction to Superprocesses; Superprocesses in Random Environments; Linear SPDEs; Particle Representations for a Class of Nonlinear SPDEs; Stochastic Log-Laplace Equation; SPDEs for Density Fields of the Superprocesses in Random Environments; Backward Doubly Stochastic Differential Equations; From SPDEs to BSDEs. Details ISBN9814452351 Author Jie Xiong Short Title 3 CLASSES OF NONLINEAR STOCHAS Language English ISBN-10 9814452351 ISBN-13 9789814452359 Media Book Format Hardcover Year 2013 Imprint World Scientific Publishing Co Pte Ltd Place of Publication Singapore Country of Publication Singapore DEWEY 515.353 Illustrations black & white illustrations Affiliation Univ Of Macau, China & The Univ Of Tennessee, Knoxville, Usa UK Release Date 2013-06-28 Pages 176 Publisher World Scientific Publishing Co Pte Ltd Publication Date 2013-06-28 Audience Postgraduate, Research & Scholarly We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:126696089;

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