| Title:
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STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
A MODELING, WHITE NOISE FUNCTIONAL APPROACH |
| By: |
Helge Holden, Bernt Oksendal, Jan Uboe |
| Format: |
Paperback |
| List price:
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£54.99 |
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| ISBN 10: |
038789487X |
| ISBN 13: |
9780387894874 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
1 December, 2009 |
| Edition: |
2nd ed. 2010 |
| Series: |
Universitext |
| Pages: |
305 |
| Description: |
In this second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Levy process noise. Applications of the theory are emphasized throughout and useful exercises are at the end of each chapter. |
| Synopsis: |
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 Levy process noise. Applications of the theory are emphasized throughout. 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. |
| Illustrations: |
17 Illustrations, black and white; XV, 305 p. 17 illus. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |