Stochastic Partial Differential Equations
Language: English
Published by Springer New York, 2009
Series: Book 64 of 261 - Universitext
- Softcover
- New
Condition: New
£ 64.93
Quantity: Over 20 available
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- Title
- Stochastic Partial Differential Equations
- Author
- Helge Holden|Bernt Øksendal|Jan Ubøe|Tusheng Zhang
- Publisher
- Springer New York
- Publication year
- 2009
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 038789487X
- ISBN 13
- 9780387894874
- Edition
- 2nd Edition
- Dimensions
- 1.8 x 23.5 x 15.6
- Series
- Book 64 of 261: Universitext
In this second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise. Applications of the theory are emphasized throughout and useful exercises are at the end of each chapter.
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.
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