Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach: A Modeling, White Noise Approach (Universitext)

by Bernt Øksendal (Author), HelgeHolden (Author), TushengZhang (Author), JanUbøe (Author)

• New

  Paperback
  2009

  $76.39

  In this 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 and useful exercises are at the end of each chapter.