Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
Holden, Helge, Øksendal, Bernt, Uboe, Jan, Zhang, Tusheng
The first edition ofStochastic 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.
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.
Categorie:
Anno:
2009
Casa editrice:
Springer
Lingua:
english
Pagine:
304
ISBN 10:
0387894888
ISBN 13:
9780387894881
Collana:
Probability and Its Applications
File:
PDF, 3.58 MB
IPFS:
,
english, 2009
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