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

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 p...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Holden, Helge (Autor), Øksendal, Bernt (Autor), Ubøe, Jan (Autor), Zhang, Tusheng (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2010.
Edición:2nd ed. 2010.
Colección:Universitext,
Temas:
Mathematical analysis.
Probabilities.
Differential equations.
Mathematical models.
Analysis.
Probability Theory.
Differential Equations.
Mathematical Modeling and Industrial Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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