Recent years have seen an explosion of interest in stochastic
partial differential equations where the driving noise is
discontinuous. In this comprehensive monograph, two leading experts
detail the evolution equation approach to their solution. Most of
the results appear here for the first time in book form, and the
volume is sure to stimulate further research in this important
field. The authors start with a detailed analysis of Levy processes
in infinite dimensions and their reproducing kernel Hilbert spaces;
cylindrical Levy processes are constructed in terms of Poisson
random measures; stochastic integrals are introduced. Stochastic
parabolic and hyperbolic equations on domains of arbitrary
dimensions are studied, and applications to statistical and fluid
mechanics and to finance are also investigated. Ideal for
researchers and graduate students in stochastic processes and
partial differential equations, this self-contained text will also
interest those working on stochastic modeling in finance,
statistical physics and environmental science.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
