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Více informací o knize Stochastic Partial Differential Equations

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• Anotace
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Anotace knihy

The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise, and introduce new applications of the field. Because the authors allow the noise to be in both space and time, the solutions to SPDEs are usually of the distribution type, rather than a classical random field. To make this study rigorous and as general as possible, the discussion of SPDEs is therefore placed in the context of Hida white noise theory. §The first part of the book deals with the classical Brownian motion case; the second extends the Hida white noise theory to the Lévy white noise case. Applications of this theory are emphasized throughout. In particular, the stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis

• Plný název: Stochastic Partial Differential Equations
• Podnázev: A Modeling, White Noise Functional Approach
• Autor: Bernt Oksendal, Helge Holden, Jan Uboe
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 305
• EAN: 9780387894874
• ISBN: 038789487X
• ID: 01383392
• Nakladatelství: Springer-Verlag New York Inc.
• Hmotnost: 490 g
• Rozměry: 226 × 156 × 24 mm
• Datum vydání: 01. December 2009

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