Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : électronique
Titre(s) : Stochastic partial differential equations [Texte électronique] : a modeling, white noise functional approach / Helge Holden [and others]
Édition : 2nd ed.
Publication : London ; New York : Springer, 2010
Description matérielle : 1 ressource dématérialisée
Collection : Universitext
Note(s) : Earlier edition published in 1996 by Birkhauser Boston. - Includes bibliographical references and index
"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 Levy process noise, and introduce new applications
of the field." "Because the authors allow the noise to be in both space and time,
the solutions to SPDEs are usually of the distribution type, rather than a classical
random field. To make this study rigorous and as general as possible, the discussion
of SPDEs is therefore placed in the context of Hida white noise theory. The key connection
between white noise theory and SPDEs is that integration with respect to Brownian
random fields can be expressed as integration with respect to the Lebesgue measure
of the Wick product of the integrand with Brownian white noise, and similarly with
Levy processes." "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"--Jacket
Autre(s) auteur(s) : Holden, Helge (1956-....)
Sujet(s) : Équations aux dérivées partielles stochastiques
Indice(s) Dewey :
519.22 (23e éd.) = Analyse stochastique
Identifiants, prix et caractéristiques : ISBN 9780387894881
Identifiant de la notice : ark:/12148/cb44644421x
Notice n° :
FRBNF44644421
(notice reprise d'un réservoir extérieur)
Table des matières : Introduction ; Framework ; Applications to stochastic ordinary differential equations
; Stochastic partial differential equations driven by Brownian white noise ; Stochastic
partial differential equations driven by Lévy processes.
