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Kniha Interacting Brownian Particles Alessio Falchetti

Interacting Brownian Particles

Autor: Alessio Falchetti
Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Edizioni Accademiche Italiane
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
34.54 €
This book studies well-posedness of multidimensional stochastic differential equations (SDEs) driven...

Informácie o knihe

Autor
Alessio Falchetti
Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2018
Stránok
76
EAN
9786202450263
Enbook ID
20438807
Vydavateľ
Edizioni Accademiche Italiane
Hmotnosť
122
Rozmery
152 x 229 x 5

Kompletný popis

This book studies well-posedness of multidimensional stochastic differential equations (SDEs) driven by Brownian motion and with irregular coefficients, i.e., the coefficients are not assumed to be continuous and globally Lipschitz. Such singular stochastic equations are usually not included in the standard theory of stochastic calculus. As an application we will prove existence and uniqueness of solutions for a stochastic model proposed by the theoretical physicist Dyson in 1962. This model deals with the interaction of n particles in a Coulomb gas; indeed one considers n points charges executing Brownian motion under their mutual electrostatic repulsion; one can proceed until finding an equation which describes the motion of those particles.

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