High-dimensional Nonlinear Diffusion Stochastic Processes

This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are closely associated with nonlinear Ito''s stochastic ordinary differential equations (ISODEs) and with the space-discretized versions of nonlinear Ito''s stochastic partial integro-differential equations. The latter models include Ito''s stoc...