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  • Stochastic Calculus in Infinite Dimensions and SPDEs

    by Daniel Goodair, Dan Crisan ...
    Series series Mathematics and Statistics (R0)
    Introducing a groundbreaking framework for stochastic partial differential equations (SPDEs), this work presents three significant advancements over the traditional variational approach.Firstly, Stratonovich SPDEs are explicitly addressed. Widely used in physics, Stratonovich SPDEs have typically been converted to Ito form for mathematical treatment. While this conversion is understood ... Read more

    $53.99 USD