| Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach 2010 Edition Contributor(s): Holden, Helge (Author), Øksendal, Bernt (Author), Ubøe, Jan (Author) |
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ISBN: 038789487X ISBN-13: 9780387894874 Publisher: Springer OUR PRICE: $80.74 Product Type: Paperback Published: December 2009 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Differential Equations - General - Mathematics | Applied |
| Dewey: 519.22 |
| LCCN: 2009938826 |
| Series: Universitext |
| Physical Information: 0.68" H x 6.14" W x 9.21" (1.00 lbs) 305 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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 L vy 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. |