Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach - Probability and its Applications (Hardback)
  • Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach - Probability and its Applications (Hardback)
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Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach - Probability and its Applications (Hardback)

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£59.00
Hardback 231 Pages / Published: 01/08/1996
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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.

Publisher: Birkhauser Verlag AG
ISBN: 9783764339289
Number of pages: 231
Dimensions: 240 x 168 mm

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