Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach

Peszat, S.
Zabczyk, J.

Hardcover

Series: Encyclopedia of Mathematics and Its Applications, Book 113

General MathematicsProbability & Statistics

ISBN10: 0521879892
ISBN13: 9780521879897
Publisher: Cambridge University Press
Published: Oct 11 2007
Pages: 432
Weight: 1.72
Height: 1.14 Width: 6.48 Depth: 9.27
Language: 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 appeared here for the first time in book form. The authors start with a detailed analysis of Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.

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