This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.
The topics presented in this volume are:
dynamics of stochastic reaction-diffusion equations; stochastic It?-Volterra backward equations in Banach spaces; stochastic equations of Schr?dinger type; optimal control of stochastic Navier-Stokes equations; quantum Hamilton equations from stochastic optimal control theory.
This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
Key Features: ○Prominent authors ○Modern treatments of stochastic partial differential equations with applications in physics ○Study of optimal control problems for stochastic partial differential equations ○This volume brings together modern techniques from the theory of functional analysis, probability, partial differential equations, optimization, random dynamical systems, numerical approximation, and mathematical physics
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