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
Tabla de Contenidos:
  • Front Cover; Dedication; Contents; Preface to Second Edition; Preface; 1. Preliminaries; 2. Scalar Equations of First Order; 3. Stochastic Parabolic Equations; 4. Stochastic Parabolic Equations in the Whole Space; 5. Stochastic Hyperbolic Equations; 6. Stochastic Evolution Equations in Hilbert Spaces; 7. Asymptotic Behavior of Solutions; 8. Further Applications; 9. Diffusion Equations in Infinite Dimensions; Bibliography.

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