This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability …
This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker …
Now back in print by the AMS, this is a significantly revised edition of a book originally published in 1987 by Academic Press. This book gives the reader an introduction to the …
This article gives a detailed account of recent investigations of weak elliptic and parabolic equations for measures with unbounded and possibly singular coefficients. The existence …
These lectures will concentrate on (nonlinear) stochastic partial differential equations (SPDEs) of evolutionary type. All kinds of dynamics with stochastic influence in nature or …
The main objective of this book is to give an overview of the theory of Hamilton–Jacobi– Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction–for an audience knowing …
In his forward-looking paper [374] at the conference “Mathematics Towards the Third Millennium,” our esteemed colleague at Brown University Prof. David Mumford argued that …