In this second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Levy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance.
| ISBN: | 9780387894874 |
| Publication date: | 4th December 2009 |
| Author: | H Holden |
| Publisher: | Springer an imprint of Springer New York |
| Format: | Paperback |
| Pagination: | 304 pages |
| Series: | Universitext |
| Genres: |
Calculus and mathematical analysis Differential calculus and equations Mathematical modelling Stochastics Maths for engineers Probability and statistics |
In this second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Levy process noise. Applications of the theory are emphasized throughout.
Stochastic Partial Differential Equations features in the following genres: Calculus and mathematical analysis, Differential calculus and equations, Mathematical modelling, Stochastics, Maths for engineers, Probability and statistics
Paperback. Not Available.
Stochastic Partial Differential Equations was written by H Holden and published by Springer an imprint of Springer New York
Stochastic Partial Differential Equations has 304 pages
Yes it is part of Universitext series