Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves stochastic differential equations by a variety of methods and studies in detail the one-dimensional case.
Describes Brownian motion and the associated stochastic calculus, including their relationship to partial differential equations. This book solves sto...
Covers the mathematical foundation and key applications of white noise theory. This book focuses on topics such as integral kernel operators, Fourier transforms, Laplacian operators, white noise integration, Feynman integrals, and positive generalized functions.
Covers the mathematical foundation and key applications of white noise theory. This book focuses on topics such as integral kernel operators, Fourier ...
