Stochastic Partial Differential Equations And Applications
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Stochastic Partial Differential Equations And Applications
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Author : G. DaPrato
language : en
Publisher:
Release Date : 1989
Stochastic Partial Differential Equations And Applications written by G. DaPrato and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with categories.
Stochastic Partial Differential Equations And Applications Ii
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Author : Giuseppe Da Prato
language : en
Publisher: Springer
Release Date : 2006-11-14
Stochastic Partial Differential Equations And Applications Ii written by Giuseppe Da Prato and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
Stochastic Partial Differential Equations And Applications Vii
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Author : Giuseppe Da Prato
language : en
Publisher: CRC Press
Release Date : 2005-10-12
Stochastic Partial Differential Equations And Applications Vii written by Giuseppe Da Prato and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-12 with Mathematics categories.
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this boo
Stochastic Partial Differential Equations And Applications
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Author : Giuseppe Da Prato
language : en
Publisher: CRC Press
Release Date : 2002-04-05
Stochastic Partial Differential Equations And Applications written by Giuseppe Da Prato and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-04-05 with Mathematics categories.
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
Stochastic Partial Differential Equations Second Edition
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Author : Pao-Liu Chow
language : en
Publisher: CRC Press
Release Date : 2014-12-10
Stochastic Partial Differential Equations Second Edition written by Pao-Liu Chow and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-12-10 with Mathematics categories.
Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and improves the presentation of material. New to the Second Edition Two sections on the Lévy type of stochastic integrals and the related stochastic differential equations in finite dimensions Discussions of Poisson random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and nonlinear parabolic equations with Poisson noises Two sections on linear and semilinear wave equations driven by the Poisson type of noises Treatment of the Poisson stochastic integral in a Hilbert space and mild solutions of stochastic evolutions with Poisson noises Revised proofs and new theorems, such as explosive solutions of stochastic reaction diffusion equations Additional applications of stochastic PDEs to population biology and finance Updated section on parabolic equations and related elliptic problems in Gauss–Sobolev spaces The book covers basic theory as well as computational and analytical techniques to solve physical, biological, and financial problems. It first presents classical concrete problems before proceeding to a unified theory of stochastic evolution equations and describing applications, such as turbulence in fluid dynamics, a spatial population growth model in a random environment, and a stochastic model in bond market theory. The author also explores the connection of stochastic PDEs to infinite-dimensional stochastic analysis.
Stochastic Partial Differential Equations And Applications
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Author : Giuseppe Da Prato
language : en
Publisher:
Release Date : 1992
Stochastic Partial Differential Equations And Applications written by Giuseppe Da Prato and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Mathematics categories.
Stochastic Partial Differential Equations
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Author : Helge Holden
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01
Stochastic Partial Differential Equations written by Helge Holden and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.
Stochastic Partial Differential Equations And Applications
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Author : Giuseppe Da Prato
language : en
Publisher: Springer
Release Date : 2006-11-15
Stochastic Partial Differential Equations And Applications written by Giuseppe Da Prato and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference
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Author : Ciprian A Tudor
language : en
Publisher: World Scientific
Release Date : 2022-10-11
Stochastic Partial Differential Equations With Additive Gaussian Noise Analysis And Inference written by Ciprian A Tudor and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-11 with Mathematics categories.
The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation.The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.
Stochastic Differential Equations
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Author : Peter H. Baxendale
language : en
Publisher: World Scientific
Release Date : 2007
Stochastic Differential Equations written by Peter H. Baxendale and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Science categories.
The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.