# Stochastic Ordinary and Stochastic Partial Differential Equations

## Transition from Microscopic to Macroscopic Equations

462 pages; ISBN 9780387743172

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Title: Stochastic Ordinary and Stochastic Partial Differential Equations

Author: Peter Kotelenez

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- Contents

- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic processes
- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic analysis
- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic differential equations
- Academic > Mathematics > General
- Mathematics > Probability & Statistics
- Mathematics > Calculus
- Mathematics > Differential Equations
- Science > Physics

### In the press

From the reviews:

"This book treats the transition from microscopic to macroscopic equations for particle systems. … Peter Kotelenez … has written a monograph in which he rigorously constructs the theory of correlated Brownian motion in interacting particle systems. … Researchers working on interacting particle systems and probability theory will definitely find this book very useful." (J. Dubbeldam, Kwantitatieve Methoden, Issue R11, 2008)

"This interesting book treats in detail stochastic partial differential equations (SPDEs) describing mass distribution of particles. The book introduces in an essentially self-contained manner the author’s research on the evolution of large particles interacting with an environment consisting, for instance, of small particles. … To help the reader, the book devotes four of the fourteen chapters to the more lengthy proofs of some theorems. … the reviewer recommends this book to any researcher interested in SPDEs." (Carlos M. Mora González, Mathematical Reviews, Issue 2009 h)

"The monography under review presents mathematical models for physical dynamical systems of particle and mass evolution on different levels … . Extremely helpful are the excellent summaries at the beginning of each chapter. … This monography is a highly impressive result of many years of concise scientific studies on SODEs, SPDEs and mathematical physics. I warmly recommend this book for scientific and personal enlightenment to graduate students … as well as to mathematical scientists in mathematical physics, theoretical physics and mathematical biology." (Michael Högele, Zentralblatt MATH, Vol. 1159, 2009)