Theory of Stochastic Differential Equations with Jumps and Applications: Mathema
Rong SITU, "Theory of Stochastic Differential Equations with Jumps and Applications:
Mathematical and Analytical Techniques with Applications to Engineering"
Springer; 1 edition (April 20, 2005) | ISBN:0387250832 | 434 pages | PDF | 16,7 Mb
Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will…
Concise Course on Stochastic Partial Differential Equations
«A Concise Course on Stochastic Partial Differential Equations (Lecture Notes in Mathematics)»
Claudia Prévôt / Michael Röckner | Springer | 3540707808 | 1 edition (July 2007) | 148 pages | PDF | 1.5 MB
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with…
Variational Methods: Applications to Nonlinear Partial Differential Equations an
Variational Methods: Applications to Nonlinear Partial Differential Equations and Hamiltonian Systems
Springer | ISBN 3540664793 | 2000-03-15 | DJVU | 2.9 MB | 274 pages
Hilbert's talk at the second International Congress of 1900 in Paris marked the beginning of a new era in the calculus of variations. A development began which,…
Differential Equations
Steven G. Krantz, "Differential Equations"
M.g.H | 2004 | ISBN: 0071440259 | 323 pages | PDF | 5,1 MB
Here's the perfect self-teaching guide to help anyone master differential equations--a common stumbling block for students looking to progress to advanced topics in both science and math. Covers First Order Equations, Second…
Asymptotic Treatment of Differential Equations
A. Georgescu “Asymptotic Treatment of Differential Equations"
Chapman & Hall/CRC | 1995-05-15 | ISBN: 0412558602 | 272 pages | Djvu | 1,8 Mb
The main definitions and results of asymptotic analysis and the theory of regular and singular perturbations are summarized in this book. They are applied to the asymptotic study…
Lawrence C. Evans Partial Differential Equations
American Mathematical Society | ISBN 0821807722 | Year 1998 | DJVU | 662 Pages | 4.9MB"Highly recommend the book for students as well as for lectures in PDE.""It is a standard treatment with good notation. It is extremely well written, with a very attractive format."
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Gary M. Lieberman Second Order Parabolic Partial Differential Equations
World Scientific Pub Co | ISBN 981022883X | Year 1996 (2005 reprint) | 439 pages | DjVu | 4 MBThis book is an introduction to the general theory of second order parabolic differential equations, which model many important, time-dependent physical systems. It studies the existence, uniqueness, and regularity of solutions…
Multi dimensional Hyperbolic Partial Differential Equations: First order Systems
Sylvie Benzoni-Gavage , Denis Serre, "Multi-dimensional Hyperbolic Partial Differential Equations: First-order Systems and Applications"
Oxford University Press, USA (December 22, 2006) | ISBN: 019921123X | 536 pages | PDF | 3 Mb
Authored by leading scholars, this comprehensive, self-contained text presents a view of the state of the art in multi-dimensional…
Partial Differential Equations and Complex Analysis
S. G. Krantz, " Partial Differential Equations and Complex Analysis "
(Studies in Advanced Mathematics)
CRC | ISBN: 0849371554 | July 2, 1997 | 307 pages | djvu | 2.4 MB
“Ever since the groundbreaking work of J.J. Kohn in the early 1960s, there has been a significant interaction between the theory of…
Forward Backward Stochastic Differential Equations
Forward-Backward Stochastic Differential Equations and Their Applications
Springer | 3540659609 | 2006 | PDF | 270p | 10MB | RS | FF
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and…