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Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
Paperback
Series: Universitext
General MathematicsProbability & Statistics
ISBN13: 9780387894874
Publisher: Springer
Published: Dec 4 2009
Pages: 304
Weight: 1.00
Height: 0.68 Width: 6.14 Depth: 9.21
Language: English
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.
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