1.

Record Nr.

UNINA9910962161703321

Autore

Chow P. L (Pao Liu), <1936->

Titolo

Stochastic partial differential equations / / by Pao-Liu Chow

Pubbl/distr/stampa

Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2014

ISBN

9781040197103

1040197108

9781000738216

1000738213

9780367453121

0367453126

9780429101113

0429101112

9780429147036

0429147031

9781584884439

1584884436

9781466579552

1466579552

9781466579576

1466579579

Edizione

[2nd ed.]

Descrizione fisica

1 online resource (333 p.)

Collana

Chapman & Hall/CRC Applied Mathematics and Nonlinear Science Series

Disciplina

519.2

Soggetti

Stochastic partial differential equations

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Front Cover; Dedication; Contents; Preface to Second Edition; Preface; 1. Preliminaries; 2. Scalar Equations of First Order; 3. Stochastic Parabolic Equations; 4. Stochastic Parabolic Equations in the Whole Space; 5. Stochastic Hyperbolic Equations; 6. Stochastic Evolution Equations in Hilbert Spaces; 7. Asymptotic Behavior of Solutions; 8. Further Applications; 9. Diffusion Equations in Infinite Dimensions;



Bibliography

Sommario/riassunto

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.