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Item Details
| Title:
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STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
A MODELING, WHITE NOISE FUNCTIONAL APPROACH |
| By: |
Helge Holden, etc., B.K. Oksendal |
| Format: |
Hardback |
| List price:
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£59.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3764339284 |
| ISBN 13: |
9783764339289 |
| Publisher: |
BIRKHAUSER VERLAG AG |
| Series: |
Probability and its Applications |
| Pages: |
231 |
| Description: |
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, and the nonlinear Burgers' equation. |
| Synopsis: |
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. |
| Illustrations: |
18 line illustrations, 4 halftones, index references |
| Publication: |
Switzerland |
| Imprint: |
Birkhauser Verlag AG |
| Returns: |
Non-returnable |
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