Stochastic partial differential equations : a modeling, white noise functional approach
Author(s)
Bibliographic Information
Stochastic partial differential equations : a modeling, white noise functional approach
（Universitext）
Springer, c2010
2nd ed
- : pbk
Available at / 38 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
: pbkHOL||31||1(2)200021320429
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Note
"First edition published by Birkhäuser Boston, 1996"--T.p. verso
Other authors: Bernt Øksendal, Jan Ubøe, Tusheng Zhang
Includes bibliographical references (p. 289-295) and index
Description and Table of Contents
Description
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Levy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance.
Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.
Table of Contents
- Framework.- Applications to Stochastic Ordinary Differential Equations.- Stochastic Partial Differential Equations Driven by Brownian White Noise.- Stochastic Partial Differential Equations Driven by L#x00E9
- vy Processes.
by "Nielsen BookData"