Stochastic partial differential equations /

Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chow, P. L. (Pao Liu), 1936- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boca Raton : Chapman & Hall/CRC, 2014.
Edición:Second edition.
Temas:
Stochastic partial differential equations.
Équations aux dérivées partielles stochastiques.
SCIENCE > Mathematical Physics.
MATHEMATICS > Probability & Statistics > Bayesian Analysis.
Stochastic partial differential equations
Acceso en línea:Texto completo
Descripción
Sumario:Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Grad.
Notas:Previous edition: 2007.
Descripción Física:1 online resource
Bibliografía:Includes bibliographical references and index.
ISBN:9781466579576
1466579579
1420010301
9781420010305
9781322622842
1322622841

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