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Random Fields and Stochastic Partial Differential Equations on Hardback by Y. Rozanov
Random Fields and Stochastic Partial Differential Equations on Hardback by Y. Rozanov
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Description

This book considers some models described by means of partial differential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic partial differential equations an approach is suggested to generalize solutions of stochastic boundary problems. The main topic concerns probabilistic aspects with applications to the most well-known random fields models which are representative for the corresponding stochastic Sobolev spaces. This work assumes basic knowledge of general analysis and probability, such as Hilbert space methods, Schwartz distributions, and Fourier transforms. The volume should be of interest to researchers and postgraduate students whose work involves probability theory, stochastic processes and partial differential equations.
Release date Australia
March 31st, 1998
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Illustrations
VII, 232 p.
Pages
232
Dimensions
156x234x14
ISBN-13
9780792349846
Product ID
2437549

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