Stochastic Partial Differential Equations with Levy Noise

Name: Stochastic Partial Differential Equations with Levy Noise
Brand: Cambridge University Press
SKU: 9780521879897
Price: 179.84 EUR
Availability: InStock

An Evolution Equation Approach

Автор: S Peszat

Език:

Корици: С твърди корици

Издател: Cambridge University Press

Наличност: Външен склад

Изпращаме след 9-15 дни

179.84 € 351.73 лв

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

Информация за книгата

Автор

S Peszat

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2007

страници

432

EAN

9780521879897

ISBN

0521879892

Enbook ID

04379079

Издател

Cambridge University Press

Теглоt

776

Размери

165 x 235 x 29

Пълно описание

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.

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Stochastic Partial Differential Equations with Levy Noise

An Evolution Equation Approach

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също