This volume presents an introductory course on differential stochastic equations and Malliavin ca...

Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 200...

Focusing on stochastic porous media equations, this book places an emphasis on existence theorems...

'Based on the International Federatiojn for Information Processing WG 7.2 Conference, held recent...

Updates in this second edition include two brand new chapters and an even more comprehensive bibl...

This book is devoted to the asymptotic properties of solutions of stochastic evolution equations ...

Existence and uniqueness results for a non linear stochastic partial differential equation.- Cont...

In this revised and extended version of his course notes from a 1-year course at Scuola Normale S...

Second order linear parabolic and elliptic equations arise frequently in mathematics and other di...

Based on the proceedings of the International Conference on Stochastic Partial Differential Equat...

The quadratic cost optimal control problem for systems described by linear ordinary differential ...

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential...

This useful reference provides recent results as well as entirely new material on control problem...

Lectures: J. Chazarain, A. Piriou: Problèmes mixtes hyperboliques: Première partie: Les problèmes...

This book consists of five introductory contributions by leading mathematicians on the functional...

In this revised and extended version of his course notes from a 1-year course at Scuola Normale S...

A covariant Feynman-Kac formula for unitary bundles over euclidean space.- On the integrated form...

A new edition in a single volume Over the past decade, more and more sophisticaced mathematical t...