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Stochastic partial differen...
"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 Levy 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 key connection between white noise theory and SPDEs is that integration with respect to Brownian random fields can be expressed as integration with respect to the Lebesgue measure of the Wick product of the integrand with Brownian white noise, and similarly with Levy processes." "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"--Jacket
Monografía
monografia Rebiun23323813 https://catalogo.rebiun.org/rebiun/record/Rebiun23323813 m o d cr cn||||||||| 100909s2010 nyua ob 001 0 eng d 2009938826 GBA944482 bnb 614145626 647833875 985045784 990760884 1005760527 1044211048 1056361869 1060867447 1074432794 1087357852 1097094207 1102297396 9780387894881 0387894888 9780387894874 pbk.) 038789487X pbk.) 1280391006 9781280391002 9786613568922 6613568929 10.1007/978-0-387-89488-1 doi AU@ 000048714875 DEBSZ 449606082 NLGGC 384165893 NZ1 13521449 978-0-387-89487-4 Springer http://www.springerlink.com GW5XE eng pn GW5XE OCLCQ UAB E7B OCLCQ OCLCF COO LEAUB YDXCP EBLCP DEBSZ OCLCQ VT2 Z5A ESU IOG OCLCQ CEF U3W WYU YOU LIP AUD OCLCQ AU@ OCLCO U@J OCLCO PBK bicssc MAT034000 bisacsh 519.22 22 Stochastic partial differential equations a modeling, white noise functional approach by Helge Holden [and others] 2nd ed New York London Springer 2010 New York London New York London Springer 1 online resource (xv, 304 pages) illustrations 1 online resource (xv, 304 pages) Text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Universitext Earlier edition published in 1996 by Birkhauser Boston Includes bibliographical references and index Introduction -- Framework -- Applications to stochastic ordinary differential equations -- Stochastic partial differential equations driven by Brownian white noise -- Stochastic partial differential equations driven by Lévy processes "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 Levy 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 key connection between white noise theory and SPDEs is that integration with respect to Brownian random fields can be expressed as integration with respect to the Lebesgue measure of the Wick product of the integrand with Brownian white noise, and similarly with Levy processes." "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"--Jacket English Stochastic partial differential equations Analysis Probability Theory and Stochastic Processes Partial Differential Equations Ordinary Differential Equations Mathematical Modeling and Industrial Mathematics Stochastic partial differential equations. Stochastische partielle Differentialgleichung. Electronic books Holden, H. Helge) 1956-) Print version Stochastic partial differential equations. 2nd ed. New York ; London : Springer, 2010 9780387894874 038789487X (DLC) 2009938826 (OCoLC)320493973 Universitext