Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference

This book PDF is perfect for those who love Mathematics genre, written by Ciprian A Tudor and published by World Scientific which was released on 11 October 2022 with total hardcover pages 205. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference books below.

Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference
Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference
Author : Ciprian A Tudor
File Size : 41,6 Mb
Publisher : World Scientific
Language : English
Release Date : 11 October 2022
ISBN : 9789811264474
Pages : 205 pages
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Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference by Ciprian A Tudor Book PDF Summary

The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation.The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.

Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference

Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference by Ciprian A Tudor

The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation.The focus is on the relationship between the solutions to the SPDEs and the

Get Book
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