Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach PDF
by Helge Holden, Bernt oksendal, Jan Uboe, Tusheng Zhang
Part of the Universitext series
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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 Levy 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.
Information
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Download - Immediately Available
- Format:PDF
- Publisher:Springer New York
- Publication Date:01/12/2009
- Category:
- ISBN:9780387894881
Other Formats
- PDF from £110.08
- Paperback / softback from £46.05
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer New York
- Publication Date:01/12/2009
- Category:
- ISBN:9780387894881
