株式会社極東書店トップ ＞ 商品一覧 ＞ Stochastic Partial Differential Equations with Levy Noise : An Evolution Equation Approach.
商品詳細
Stochastic Partial Differential Equations with Levy Noise : An Evolution Equation Approach.
・ISBN 978-0-521-87989-7 hard GB£ 144.00
￥45,619.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-72137-3
| 著者・編者 | Peszat, S. / Zabczyk, J., |
|---|---|
| シリーズ | Encyclopedia of Mathematics and its Applications |
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 2007 |
| ページ数 | 432 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-8234＞ |
解説
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 Levy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Levy 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.