Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach /

• Κύριοι συγγραφείς: Holden, Helge (Συγγραφέας), Øksendal, Bernt (Συγγραφέας), Ubøe, Jan (Συγγραφέας), Zhang, Tusheng (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2010.
• Σειρά: Universitext
• Θέματα: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Differential equations.; Partial differential equations.; Mathematical models.; Probabilities.; Analysis.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Ordinary Differential Equations.; Mathematical Modeling and Industrial Mathematics.

The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs driven by space-time Brownian motion noise. In this, the second edition, the authors extend the theory to include SPDEs driven by space-time Lévy pr...

Πίνακας περιεχομένων:

• Preface to the Second Edition
• Preface to the First Edition
• Introduction
• Framework
• Applications to stochastic ordinary differential equations
• Stochastic partial differential equations driven by Brownian white noise
• Stochastic partial differential equations driven by Lévy white noise
• Appendix A. The Bochner-Minlos theorem
• Appendix B. Stochastic calculus based on Brownian motion
• Appendix C. Properties of Hermite polynomials
• Appendix D. Independence of bases in Wick products
• Appendix E. Stochastic calculus based on Lévy processes- References
• List of frequently used notation and symbols
• Index.