1st Edition
Regularity Theory and Stochastic Flows for Parabolic ISPDES
By Franco Flandoli
Copyright 1995
90 Pages
by
CRC Press
90 Pages
by
CRC Press
Also available as eBook on:
The book treats two topics in the theory of stochastic partial differential equations: space-regularity of solutions and existence of stochastic flows. The equations considered in the book are linear parabolic with multiplicative noise, like those arising in non-linear filtering or diffusion models in randomly moving media. Regularity theory in Sobolev spaces is extensively investigated, for... Read more
Introduction to the Series, Preface, 1 Introduction, 2 Stochastic Flows: Preliminary Comments, 3 Preliminaries on Well-Posedness and Function Spaces, 4 Regularity in Bounded Domains: Some Counterexamples, 5 Regularity Theory for Homogeneous Problems, 6 Non Homogeneous Boundary Value Problems, 7 Existence and Regularity of Stochastic Flows, 8 An Alternative Approach, Acknowledgements, References, Index
Biography
Franco Flandoli (Universita di Pisa, Italy)
