Stochastic Partial Differential Equations Second Edition

This book PDF is perfect for those who love Mathematics genre, written by Pao-Liu Chow and published by CRC Press which was released on 10 December 2014 with total hardcover pages 336. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Stochastic Partial Differential Equations Second Edition books below.

Stochastic Partial Differential Equations  Second Edition
Author : Pao-Liu Chow
File Size : 40,8 Mb
Publisher : CRC Press
Language : English
Release Date : 10 December 2014
ISBN : 9781466579552
Pages : 336 pages
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Stochastic Partial Differential Equations Second Edition by Pao-Liu Chow Book PDF Summary

Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and improves the presentation of material. New to the Second Edition Two sections on the Lévy type of stochastic integrals and the related stochastic differential equations in finite dimensions Discussions of Poisson random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and nonlinear parabolic equations with Poisson noises Two sections on linear and semilinear wave equations driven by the Poisson type of noises Treatment of the Poisson stochastic integral in a Hilbert space and mild solutions of stochastic evolutions with Poisson noises Revised proofs and new theorems, such as explosive solutions of stochastic reaction diffusion equations Additional applications of stochastic PDEs to population biology and finance Updated section on parabolic equations and related elliptic problems in Gauss–Sobolev spaces The book covers basic theory as well as computational and analytical techniques to solve physical, biological, and financial problems. It first presents classical concrete problems before proceeding to a unified theory of stochastic evolution equations and describing applications, such as turbulence in fluid dynamics, a spatial population growth model in a random environment, and a stochastic model in bond market theory. The author also explores the connection of stochastic PDEs to infinite-dimensional stochastic analysis.

Stochastic Partial Differential Equations  Second Edition

Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and improves

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