Distribution Dependent Stochastic Differential Equations by Feng-yu Wang Hardcov
153,97 €
Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961).
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