Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach /

• Main Authors: Holden, Helge. (Author), <U+00d8>ksendal, Bernt. (Author), Ube̜, Jan. (Author), Zhang, Tusheng. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Series: Universitext
• Subjects: Mathematics.; Differential Equations.; Differential equations, partial.; Distribution (Probability theory).; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Ordinary Differential Equations.; Mathematical Modeling and Industrial Mathematics.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-89488-1

The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs driven by space-time Brownian motion noise. In this, the second edition, the authors extend the theory to include SPDEs driven by space-time Lv̌y pr...

Table of Contents:

• Preface to the Second Edition
• Preface to the First Edition
• Introduction
• Framework
• Applications to stochastic ordinary differential equations
• Stochastic partial differential equations driven by Brownian white noise
• Stochastic partial differential equations driven by Lv̌y white noise
• Appendix A. The Bochner-Minlos theorem
• Appendix B. Stochastic calculus based on Brownian motion
• Appendix C. Properties of Hermite polynomials
• Appendix D. Independence of bases in Wick products
• Appendix E. Stochastic calculus based on Lv̌y processes- References
• List of frequently used notation and symbols
• Index.