Sinossi
Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker–Planck equations. This type of SDEs is named after McKean–Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellian gas. Moreover, by using the propagation of chaos for Kac particle systems, weak solutions of DDSDEs are constructed as weak limits of mean field particle systems when the number of particles goes to infinity, so that DDSDEs are also called mean-field SDEs. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961). This book provides a self-contained account on singular SDEs and DDSDEs with or without reflection. It covers well-posedness and regularities for singular stochastic differential equations; well-posedness for singular reflected SDEs; well-posedness of singular DDSDEs; Harnack inequalities and derivative formulas for singular DDSDEs; long time behaviors for DDSDEs; DDSDEs with reflecting boundary; and killed DDSDEs.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Distribution Dependent Stochastic Differential Equations:...
Foto dell'editore
DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 48387850-n
Compra nuovo
EUR 142,92
Spese di spedizione:
EUR 2,27
In U.S.A.
Quantità: 16 disponibili
Foto dell'editore
Distribution Dependent Stochastic Differential Equations (World Scientific Series on Probability Theory and Its Applications)
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo I-9789811280146
Compra nuovo
EUR 145,27
Spese di spedizione:
GRATIS
In U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 48387850
Compra usato
EUR 150,88
Spese di spedizione:
EUR 2,27
In U.S.A.
Quantità: 16 disponibili
Foto dell'editore
Distribution Dependent Stochastic Differential Equations (World Scientific Series on Probability Theory and Its Applications)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9789811280146_new
Compra nuovo
EUR 151,42
Spese di spedizione:
EUR 13,62
Da: Regno Unito a: U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 48387850-n
Compra nuovo
EUR 151,40
Spese di spedizione:
EUR 17,05
Da: Regno Unito a: U.S.A.
Quantità: 9 disponibili
Foto dell'editore
DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition. Codice articolo 48387850
Compra usato
EUR 151,42
Spese di spedizione:
EUR 17,05
Da: Regno Unito a: U.S.A.
Quantità: 9 disponibili
Foto dell'editore
DISTRIBUTION DEPENDENT STOCHASTIC DIFFERENTIAL EQUATIONS (World Scientific Series on Probability Theory and Its Applications, Band 5)
Da: medimops, Berlin, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Codice articolo M09811280142-V
Compra usato
EUR 67,23
Spese di spedizione:
EUR 105,00
Da: Germania a: U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Distribution Dependent Stochastic Differential Equations (Hardcover)
Editore:
World Scientific Publishing Co Pte Ltd, Singapore, 2024
ISBN 10: 9811280142
ISBN 13: 9789811280146
Nuovo
Rilegato
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. Corresponding to the link of Ito's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type of SDEs is named after McKean-Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellian gas. Moreover, by using the propagation of chaos for Kac particle systems, weak solutions of DDSDEs are constructed as weak limits of mean field particle systems when the number of particles goes to infinity, so that DDSDEs are also called mean-field SDEs. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961).This book provides a self-contained account on singular SDEs and DDSDEs with or without reflection. It covers well-posedness and regularities for singular stochastic differential equations; well-posedness for singular reflected SDEs; well-posedness of singular DDSDEs; Harnack inequalities and derivative formulas for singular DDSDEs; long time behaviors for DDSDEs; DDSDEs with reflecting boundary; and killed DDSDEs. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9789811280146
Compra nuovo
EUR 178,66
Spese di spedizione:
GRATIS
In U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Distribution Dependent Stochastic Differential Equations
Editore:
World Scientific Publishing Co Pte Ltd, SG, 2024
ISBN 10: 9811280142
ISBN 13: 9789811280146
Nuovo
Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type of SDEs is named after McKean-Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellian gas. Moreover, by using the propagation of chaos for Kac particle systems, weak solutions of DDSDEs are constructed as weak limits of mean field particle systems when the number of particles goes to infinity, so that DDSDEs are also called mean-field SDEs. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961).This book provides a self-contained account on singular SDEs and DDSDEs with or without reflection. It covers well-posedness and regularities for singular stochastic differential equations; well-posedness for singular reflected SDEs; well-posedness of singular DDSDEs; Harnack inequalities and derivative formulas for singular DDSDEs; long time behaviors for DDSDEs; DDSDEs with reflecting boundary; and killed DDSDEs. Codice articolo LU-9789811280146
Compra nuovo
EUR 179,48
Spese di spedizione:
GRATIS
Da: Regno Unito a: U.S.A.
Quantità: 15 disponibili
Foto dell'editore
Distribution Dependent Stochastic Differential Equations (Hardcover)
Editore:
World Scientific Publishing Co Pte Ltd, Singapore, 2024
ISBN 10: 9811280142
ISBN 13: 9789811280146
Nuovo
Rilegato
Da: CitiRetail, Stevenage, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. Corresponding to the link of Ito's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type of SDEs is named after McKean-Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellian gas. Moreover, by using the propagation of chaos for Kac particle systems, weak solutions of DDSDEs are constructed as weak limits of mean field particle systems when the number of particles goes to infinity, so that DDSDEs are also called mean-field SDEs. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961).This book provides a self-contained account on singular SDEs and DDSDEs with or without reflection. It covers well-posedness and regularities for singular stochastic differential equations; well-posedness for singular reflected SDEs; well-posedness of singular DDSDEs; Harnack inequalities and derivative formulas for singular DDSDEs; long time behaviors for DDSDEs; DDSDEs with reflecting boundary; and killed DDSDEs. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9789811280146
Compra nuovo
EUR 156,89
Spese di spedizione:
EUR 42,06
Da: Regno Unito a: U.S.A.
Quantità: 1 disponibili