• Geen verzendkosten vanaf €15,-
  • Uw cadeaus gratis ingepakt
  • Bestellen zonder account mogelijk
  • Geen verzendkosten vanaf €15,-
  • Uw cadeaus gratis ingepakt
  • Bestellen zonder account mogelijk

Stochastic Partial Differential Equations

A Modeling, White Noise Functional Approach

Helge Holden, Bernt Øksendal, Jan Ubøe & Tusheng Zhang

Stochastic Partial Differential Equations
Stochastic Partial Differential Equations

Stochastic Partial Differential Equations

A Modeling, White Noise Functional Approach

Helge Holden, Bernt Øksendal, Jan Ubøe & Tusheng Zhang

Paperback | Engels
  • Leverbaar, levertijd is 10-15 werkdagen
  • Niet op voorraad in onze winkel
€ 85,95
  • Vanaf €15,- geen verzendkosten.
  • 30 dagen ruiltermijn voor fysieke producten

Omschrijving

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.

Helge Holden is a professor of mathematics at the Norwegian University of Science and Technology and an adjunt professor at the Center of Mathematics for Applications, part of the University of Oslo.  He has done extensive research in stochastic analysis, in particular in its application to flow in porous media.

Bernt Øksendal is a professor at the Center of Mathematics for Applications at the University of Oslo.  He is a winner of the Nansen Prize for research in stochastic analysis and its applications.

Jan Ubøe is a professor in the Department of Finance and Management Sciences at the Norwegian School of Economics and Business Administration.  He has written many papers about this subject.

Tusheng Zhang is a professor of probability at the University of Manchester.  His current area of research is stochastic differential and partial differential equations, and he recently published a monograph on fractional Brownian fields with Bernt Øksendal and others.

Specificaties

  • Uitgever
    Springer-Verlag New York Inc.
  • Druk
    2
  • Verschenen
    dec. 2009
  • Genre
    Calculus en wiskundige analyse
  • Afmetingen
    235 x 155 mm
  • EAN
    9780387894874
  • Paperback
    Paperback
  • Taal
    Engels

Gerelateerde producten

Wiskunde in Werking deel 2

Wiskunde in Werking deel 2

Maarten de Gee
€ 30,00
Functionaalanalyse

Functionaalanalyse

Heinz Hanßmann
€ 28,00
Wiskunde in werking

Wiskunde in werking

M. de Gee
€ 34,00
Differentiaalvergelijkingen

Differentiaalvergelijkingen

W.T. van Horssen
€ 24,00
Complexe functies

Complexe functies

J.M. Aarts
€ 28,00