Second order PDE's in finite and infinite dimension: a probabilistic approach

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Deals with the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. Softcover.

Author(s): Sandra Cerrai
Edition: 1
Publisher: Springer
Year: 2001

Language: English
Pages: 329
City: Berlin; New York
Tags: Математика;Дифференциальные уравнения;Дифференциальные уравнения в частных производных;