Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach |
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| Author:
| Holden, Helge
Øksendal, Bernt
Ubøe, Jan
Zhang, Tusheng |
| Series title: | Universitext Ser. |
| ISBN: | 978-0-387-89488-1 |
| Publication Date: | Dec 2009 |
| Publisher: | Springer New York
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| Imprint: | Springer |
| Book Format: | Ebook |
| List Price: | USD $54.99 |
Book Description:
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In this 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 and useful exercises are at the end of each chapter.
In this 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 and useful exercises are at the end of each chapter.