Stochastic Partial Differential Equations

Name: Stochastic Partial Differential Equations
SKU: 3547299
Price: 220.99 AUD
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A Modeling, White Noise Functional Approach

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Paperback / softback

Series:

Universitext

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Description

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.

Author Biography:

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 A ksendal 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 Uboe 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 A ksendal and others.

Release date Australia

December 4th, 2009

Author

Audience

Postgraduate, Research & Scholarly

Edition

2nd ed. 2010

Illustrations

17 Illustrations, black and white; XV, 305 p. 17 illus.

Pages

305

Series

Universitext

Dimensions

156x234x17

ISBN-13

9780387894874

Product ID

3547299

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