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Stochastic Partial Differential Equations - Holden, Helge; Oksendal, Bernt; Uboe, Jan; Zhang, Tusheng
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The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach , gave a comprehensive introduction to SPDEs. In this, the 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. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter. The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach , gave a comprehensive introduction to SPDEs. In this, the 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. Graduate students in pure Buch > Mathematik, Naturwissenschaft & Technik > Mathematik > Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik, Springer, Berlin

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Tusheng Zhang#Jan Uboe#Bernt Oksendal#Helge Holden:
Stochastic Partial Differential Equations - neues Buch

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The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy 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. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter. In this second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise. Applications of the theory are emphasized throughout and useful exercises are at the end of each chapter. Buch (fremdspr.) Bücher>Fremdsprachige Bücher>Englische Bücher, Springer

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Helge Holden:
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[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy 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., [SC: 0.00], Neuware, gewerbliches Angebot, FixedPrice, [GW: 478g]

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Stochastic Partial Differential Equations:A Modeling, White Noise Approach Helge Holden, Bernt Oksendal, Jan Uboe, Tusheng Zhang Stochastic Partial Differential Equations:A Modeling, White Noise Approach Helge Holden, Bernt Oksendal, Jan Uboe, Tusheng Zhang Bücher > Wissenschaft > Mathematik, Springer-Verlag GmbH

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Details zum Buch
Stochastic Partial Differential Equations
Autor:

Holden, Helge; Oksendal, Bernt; Uboe, Jan; Zhang, Tusheng

Titel:

Stochastic Partial Differential Equations

ISBN-Nummer:

The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy 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. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.

Detailangaben zum Buch - Stochastic Partial Differential Equations


EAN (ISBN-13): 9780387894874
ISBN (ISBN-10): 038789487X
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2009
Herausgeber: Springer-Verlag GmbH
305 Seiten
Gewicht: 0,478 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 01.07.2009 13:41:18
Buch zuletzt gefunden am 10.06.2017 22:44:06
ISBN/EAN: 9780387894874

ISBN - alternative Schreibweisen:
0-387-89487-X, 978-0-387-89487-4


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