The study of Stochastic Partial Differential Equations (SPDEs) occupies a central position in the modern analysis of physical systems where randomness and uncertainty play crucial roles. By ...
This is a preview. Log in through your library . Abstract It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have ...
Parabolic and hyperbolic stochastic partial differential equations in one-dimensional space have been proposed as models for the term structure of interest rates. The solution to these equations is ...
Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many disciplines such as physics, computer ...
In this topic, our goal is to utilise and further develop the theory of non-linear PDEs to understand singular phenomena arising in geometry and in the description of the physical world. Particular ...