Stochastic partial differential equations : a modeling, white noise functional approach
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs driven by space-time Brownian motion noise. In this, the second edition, the authors extend the theory to include SPDEs driven by space-time Lévy pr...
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| Hauptverfasser: | , , , |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Ausgabe: | 2nd ed. 2010. |
| Schriftenreihe: | Universitext
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| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic partial differential equations, a modeling, white noise functional approach, by Helge Holden, Bernt Øksendal, Jan Ubøe... [et al.], 2nd edition, New York, Springer, 2010, 1 vol. (XV-304 p.), Universitext, 978-0-387-89487-4 |
Inhaltsangabe:
- Preface to the Second Edition Preface to the First Edition Introduction Framework Applications to stochastic ordinary differential equations Stochastic partial differential equations driven by Brownian white noise Stochastic partial differential equations driven by Lévy white noise Appendix A. The Bochner-Minlos theorem Appendix B. Stochastic calculus based on Brownian motion Appendix C. Properties of Hermite polynomials Appendix D. Independence of bases in Wick products Appendix E. Stochastic calculus based on Lévy processes- References List of frequently used notation and symbols Index