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Stochastic partial differential equations with Lévy noise : an evolution equation approach /
Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appeared here for the first time i...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2007.
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| Colección: | Encyclopedia of mathematics and its applications ;
volume 113. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 1. Why equations with Levy noise?
- 2. Analytic preliminaries
- 3. Probabilistic preliminaries
- 4. Levy processes
- 5. Levy semigroups
- 6. Poisson random measures
- 7. Cylindrical processes and reproducing kernels
- 8. Stochastic integration
- 9. General existence and uniqueness results
- 10. Equations with non-Lipschitz coefficients
- 11. Factorization and regularity
- 12. Stochastic parabolic problems
- 13. Wave and delay equations
- 14. Equations driven by a spatially homogeneous noise
- 15. Equations with noise on the boundary
- 16. Invariant measures
- 17. Lattice systems
- 18. Stochastic Burgers equation
- 19. Environmental pollution model
- 20. Bond market models
- App. A. Operators on Hilbert spaces
- App. B. Co-semigroups
- App. C. Regularization of Markov processes
- App. D. Ito formulae
- App. E. Levy-Khinchin formula on [0, + [infinity])
- App. F. Proof of Lemma 4.24.