Stochastic Partial Differential Equations with Levy Noise

Name: Stochastic Partial Differential Equations with Levy Noise
Brand: Cambridge University Press
SKU: 9780521879897
Price: 172.0 EUR
Availability: InStock

An Evolution Equation Approach

Autor: S Peszat

Jazyk:

Väzba: Pevná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

Odosielame za 14-21 dní

172.00 €

Recent years have seen an explosion of interest in stochastic partial differential equations where t...

Informácie o knihe

Autor

S Peszat

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2007

Stránok

432

EAN

9780521879897

ISBN

0521879892

Enbook ID

04379079

Vydavateľ

Cambridge University Press

Hmotnosť

776

Rozmery

165 x 235 x 29

Kompletný popis

Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appeared here for the first time in book form. The authors start with a detailed analysis of Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Partial Differential Equations with Levy Noise

An Evolution Equation Approach

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež