Helge Holden,
Bernt Øksendal,
Jan Ubøe,
Tusheng Zhang
e.a.
Stochastic Partial Differential Equations
A Modeling, White Noise Functional Approach
Paperback Engels 2009 2e druk 9780387894874Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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 Lévy 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.
Specificaties
ISBN13:9780387894874
Taal:Engels
Bindwijze:paperback
Aantal pagina's:305
Uitgever:Springer New York
Druk:2
Serie:Universitext
Lezersrecensies
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Inhoudsopgave
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.
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