Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations (Stochastic Modelling and Applied Probability)

by PeterKotelenez (Author)

• New

  Hardcover
  2008

  $147.92

  This book analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail.