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Comprehensive monograph detailing evolution equation approach to the solution of stochastic partial differential equations driven by Lévy space-time noise, by two leading international experts. The majority of results appear here for the first time in book form and the volume is sure to stimulate further research in this important field.
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Acerca de los autores
Szymon Peszat is an Associate Professor in the Institute of Mathematics at the Polish Academy of Sciences.
Jerzy Zabczyk is a Professor in the Institute of Mathematics at the Polish Academy of Sciences. He is the author (with G. Da Prato) of three earlier books for Cambridge University Press: Stochastic Equations in Infinite Dimensions (1992), Ergodicity for Infinite Dimensional Systems (1996) and Second Order Partial Differential Equations (2002).
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Stochastic Partial Differential Equations with LÃ vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
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Stochastic Partial Differential Equations with L�vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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ISBN 13: 9780521879897
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Stochastic Partial Differential Equations with L?vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Stochastic Partial Differential Equations with LÃ vy Noise: An Evolution Equation Approach
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Stochastic Partial Differential Equations with Levy Noise
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Comprehensive monograph detailing evolution equation approach to the solution of stochastic partial differential equations driven by Levy space-time noise, by two leading international experts. The majority of results appear here for the first time in book . Nº de ref. del artículo: 446951962
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Stochastic Partial Differential Equations with Levy Noise: An Evolution Equation Approach (Hardcover)
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Hardcover. Condición: new. Hardcover. 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 appeared here for the first time in book form. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780521879897
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