| 书目名称 | Probability and Partial Differential Equations in Modern Applied Mathematics |
| 编辑 | Edward C. Waymire,Jinqiao Duan |
| 视频video | |
| 概述 | Original contributions by researchers with a common interest in the problems, but.with diverse mathematical expertise and perspective |
| 丛书名称 | The IMA Volumes in Mathematics and its Applications |
| 图书封面 |  |
| 描述 | ."Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations...This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical s |
| 出版日期 | Book 2005 |
| 关键词 | Markov; Markov chain; Stochas; Stochastic calculus; calculus; differential equation; dynamical systems; dyn |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-0-387-29371-4 |
| isbn_softcover | 978-1-4419-2071-3 |
| isbn_ebook | 978-0-387-29371-4Series ISSN 0940-6573 Series E-ISSN 2198-3224 |
| issn_series | 0940-6573 |
| copyright | Springer-Verlag New York 2005 |
发表于 2025-3-21 16:12:21
