Couverture Stochastic Partial Differential Equations

Stochastic Partial Differential Equations

A Modeling, White Noise Functional Approach

Holden, HelgeØksendal, BerntUbøe, JanZhang, Tusheng

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Description

In this 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 and useful exercises are at the end of each chapter.

Détails

ISBN/GTIN978-0-387-89487-4

Type de produitLivre

ReliureCartonné

ÉditeurSpringer

Date de parution04.12.2009

Edition09002 A. 2nd 2010 edition

Pages305 pages

LangueAnglais

DimensionsLargeur 158 mm, Hauteur 236 mm, Épaisseur 23 mm

Poids478 g

N° article1786290

Id-produit de l'éditeur12517923

CataloguesBuchzentrum

Source des données n°4866316

Plus de détails

Auteur

Holden, HelgeØksendal, BerntUbøe, JanZhang, Tusheng

Helge Holden is a professor of mathematics at the Norwegian University of Science and Technology and an adjunt professor at the Center of Mathematics for Applications, part of the University of Oslo. He has done extensive research in stochastic analysis, in particular in its application to flow in porous media.Bernt Øksendal is a professor at the Center of Mathematics for Applications at the University of Oslo. He is a winner of the Nansen Prize for research in stochastic analysis and its applications.Jan Ubøe is a professor in the Department of Finance and Management Sciences at the Norwegian School of Economics and Business Administration. He has written many papers about this subject.Tusheng Zhang is a professor of probability at the University of Manchester. His current area of research is stochastic differential and partial differential equations, and he recently published a monograph on fractional Brownian fields with Bernt Øksendal and others.