现货Stochastic Geometric Analysis with Applications[9789811283277]

1100 九五品

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上海宝山

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作者Calin, Ovidiu

出版社World Scientific Publishing Company

ISBN9789811283277

出版时间2023-12

装帧精装

纸张其他

页数556页

正文语种英语

上书时间2024-06-05

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商品描述: This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riemannian or sub-Riemannian geometries, and examine the implications for solving problems in PDEs, mathematical finance, and related fields. The book aims to unify the relationships between PDEs, nonholonomic geometry, and stochastic processes, focusing on a specific condition shared by these areas known as the bracket-generating condition or Hoermander's condition. The main objectives of the book are:The intended audience for this book includes researchers and practitioners in mathematics, physics, and engineering, who are interested in stochastic techniques applied to geometry and PDEs, as well as their applications in mathematical finance and electrical circuits.

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