1.

Record Nr.

UNINA9910774613303321

Titolo

Crip Genealogies

Pubbl/distr/stampa

Durham, : Duke University Press

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9911004697003321

Titolo

ANTEC 2006 plastics : Annual Technical Conference proceedings

Pubbl/distr/stampa

[Place of publication not identified], : Society of Plastics Engineers, 2006

ISBN

1-60119-098-0

Descrizione fisica

1 online resource (2916 p.)

Disciplina

668.4

Soggetti

Chemical & Materials Engineering

Engineering & Applied Sciences

Chemical Engineering

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph



3.

Record Nr.

UNINA9910506397303321

Autore

Pardoux E (Etienne), <1947->

Titolo

Stochastic Partial Differential Equations : An Introduction / / by Étienne Pardoux

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021

ISBN

3-030-89003-1

Edizione

[1st ed. 2021.]

Descrizione fisica

1 online resource (78 pages)

Collana

SpringerBriefs in Mathematics, , 2191-8201

Disciplina

519.2

Soggetti

Stochastic analysis

Differential equations

Stochastic Analysis

Differential Equations

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

-1. Introduction and Motivation -- 2. SPDEs as Infinite-Dimensional SDEs -- 3. SPDEs Driven By Space-Time White Noise -- References -- Index.

Sommario/riassunto

This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book studies SPDEs as infinite-dimensional SDEs, based on the variational approach to PDEs. This extends both the classical Itô formulation and the martingale problem approach due to Stroock and Varadhan. The final chapter considers the solution of a space-time white noise-driven SPDE as a real-valued function of time and (one-dimensional) space. The results of J. Walsh's St Flour notes on the existence, uniqueness and Hölder regularity of the solution are presented. In addition, conditions are given under which the solution remains nonnegative, and the Malliavin calculus is applied. Lastly, reflected SPDEs and theirconnection with super Brownian motion are considered. At a time when new sophisticated branches of the subject are being developed, this book will be a welcome reference on classical



SPDEs for newcomers to the theory.