Stochasticpartial Differential Equations : Selected Applicationsin Continuum

نویسندگان

  • PHYSICSJames Glimm
  • David Sharp
چکیده

1 The Physical Basis of Stochastic Analysis Stochastic modeling occupies a central place in the derivation of the equations of continuum physics. This fact is obscured by another fact: the desired outcome of this modeling is often a deterministic partial diierential equation. Thus the stochastic model may be important either as an intermediate step towards a de-terministic theory, or as a nal theory in its own right. As we move toward a

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تاریخ انتشار 1997