𝔖 Scriptorium
✦   LIBER   ✦
📁

Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach

✍ Scribed by Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang (auth.)

Publisher
Springer-Verlag New York
Year
2010
Tongue
English
Leaves
311
Series
Universitext
Edition
2
Category
Library
⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Subjects

Probability Theory and Stochastic Processes; Partial Differential Equations; Ordinary Differential Equations; Mathematical Modeling and Industrial Mathematics

📜 SIMILAR VOLUMES

Stochastic partial differential equation
📁 Stochastic partial differential equations: A modeling, white noise functional approach
✍ Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang (auth.) 📂 Library 📅 2010 🏛 Springer-Verlag New York 🌐 English

<p><P>The first edition of <EM>Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach</EM>, 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 spa

Stochastic Partial Differential Equation
📁 Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
✍ Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang (auth.) 📂 Library 📅 2010 🏛 Springer-Verlag New York 🌐 English

<p><P>The first edition of <EM>Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach</EM>, 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 spa

Stochastic Partial Differential Equation
📁 Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
✍ Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang (auth.) 📂 Library 📅 1996 🏛 Birkhäuser Basel 🌐 English

<p>This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera­ tion between the Norwegian Academy of Science and Letters and De

Stochastic Partial Differential Equation
📁 Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
✍ Holden, Helge;Øksendal, Bernt;Uboe, Jan;Zhang, Tusheng 📂 Library 📅 2009 🏛 Springer 🌐 English

The first edition of<em>Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach</em>, 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 L

Stochastic partial differential equation
📁 Stochastic partial differential equations with Levy noise: An evolution equation approach
✍ S. Peszat, J. Zabczyk 📂 Library 📅 2007 🏛 Cambridge University Press 🌐 English

Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appear here for the first time in