Stochastic Partial Differential Equations, Space-Time White Noise and Random Fields (English, Robert C. Dalang | Marta Sanz-Solé)
by Robert C. Dalang | Marta Sanz-Solé
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783032016492
ISBN-10
3032016495
Author
Robert C. Dalang | Marta Sanz-Solé
About the Book
This open access book provides a comprehensive introduction to the theory of stochastic partial differential equations (SPDEs). The focus is on SPDEs driven by Gaussian space-time white noise. The book covers both linear and nonlinear SPDEs, with Lipschitz and locally Lipschitz coefficients and multiplicative noise. It provides a modern presentation of the theory of stochastic integration with respect to space-time white noise and unifies many re…
ISBN: 9783032016492
ISBN-13: 9783032016492
ISBN-10: 3032016495
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Robert C. Dalang | Marta Sanz-Solé is the author of Stochastic Partial Differential Equations, Space-Time White Noise and Random Fields. Browse more books by Robert C. Dalang | Marta Sanz-Solé on GlowMirror.
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Product ID: isbn-9783032016492
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