Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach by Helge Holden
English | PDF | 2010 | 311 Pages | ISBN : 038789487X | 3.58 MB
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs driven by space-time Brownian motion noise. In this, the second edition, the authors extend the theory to include SPDEs driven by space-time Lévy process noise, and introduce new applications of the field.