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Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach. Second Edition 2010.
・ISBN 978-0-387-89487-4 paper EUR 79.99
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| 著者・編者 | Holden, Helge / Oksendal, Bernt / Uboe, Jan / Zhang, Tusheng, |
|---|---|
| シリーズ | Universitext |
| 出版社 | (Springer-Verlag New York Inc., US) |
| 出版年月 | 2009 |
| ページ数 | 304 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-21739＞ |
解説
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.