Stochastic partial differential equations: A modeling, white noise functional approach (Probability and its applications)

Helge Holden

ISBN 10: 3764339284 / ISBN 13: 9783764339289

Verlag: Birkhauser Boston, 1996

Beschreibung

Very Good.

Bestandsnummer des Verkäufers D8S0-3-M-3764339284-4

Bibliografische Details

• Titel: Stochastic partial differential equations: A modeling, white noise functional approach (Probability and its applications)
• Verlag: Birkhauser Boston
• Erscheinungsjahr: 1996
• Sprache: Englisch
• ISBN-10: 3764339284
• ISBN-13: 9783764339289
• Einband: Hardcover
• Zustand: Very Good
• Buchtyp: book

Über diesen Titel

Inhaltsangabe

The main emphasis of this work is on stochastic partial differential equations. First the stochastic Poisson equation and the stochastic transport equation are discussed; then the authors go on to deal with the Schrodinger equation, the heat equation, the nonlinear Burgers' equation with a stochastic source, and the pressure equation. The white noise approach often allows for solutions given by explicit formulas in terms of expectations of certain auxiliary processes. The noise in the above examples are all of a Gaussian white noise type. In the end, the authors also show how to adapt the analysis to SPDEs involving noise of Poissonian type.