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Three Classes Of Nonlinear Stochastic Partial Differential Equations

Jie Xiong (Univ Of Macau, China & The Univ Of Tennessee, Knoxville, Usa)

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English
World Scientific Publishing Co Pte Ltd
07 May 2013
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.

By:  
Imprint:   World Scientific Publishing Co Pte Ltd
Country of Publication:   Singapore
Dimensions:   Height: 231mm,  Width: 155mm,  Spine: 18mm
Weight:   440g
ISBN:   9789814452359
ISBN 10:   9814452351
Pages:   176
Publication Date:  
Audience:   College/higher education ,  Further / Higher Education
Format:   Hardback
Publisher's Status:   Active
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.

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