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...
Call Number: | Libro Electrónico |
---|---|
Main Authors: | , , , |
Corporate Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
New York, NY :
Springer New York : Imprint: Springer,
2010.
|
Edition: | 2nd ed. 2010. |
Series: | Universitext,
|
Subjects: | |
Online Access: | Texto Completo |
Table of Contents:
- 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.