Description: 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 indispensable. Useful exercises are collected at the end of each chapter.
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Item Specifics
All returns accepted: ReturnsNotAccepted
Personalized: No
Educational Level: University Graduate Level
Level: Advanced
Features: Second Edition
Country/Region of Manufacture: United States
Number of Pages: Xv, 305 Pages
Language: English
Publication Name: Stochastic Partial Differential Equations : a Modeling, White Noise Functional Approach
Publisher: Springer New York
Subject: Differential Equations / General, Probability & Statistics / General, Differential Equations / Partial, Mathematical Analysis
Publication Year: 2009
Item Weight: 35.6 Oz
Type: Textbook
Subject Area: Mathematics
Item Length: 9.3 in
Author: Jan Ubøe, Helge Holden, Tusheng Zhang, Bernt Øksendal
Item Width: 6.1 in
Series: Universitext Ser.
Format: Trade Paperback
