Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach (2nd ed. 2010) (Universitext)
By: and and and
Sign Up Now!
Already a Member? Log In
You must be logged into UK education collection to access this title.
Learn about membership options,
or view our freely available titles.
- 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 Lévy 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.
- Copyright:
- 2010
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9780387894881
- Related ISBNs:
- 9780387894874
- Publisher:
- Springer New York
- Date of Addition:
- 02/10/21
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
Reviews
Other Books
- by Helge Holden
- by Bernt Øksendal
- by Jan Ubøe
- by Tusheng Zhang
- in Nonfiction
- in Mathematics and Statistics