Stochastic Partial Differential Equations With L Vy Noise
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Stochastic Partial Differential Equations With L Vy Noise
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Author : S. Peszat
language : en
Publisher:
Release Date : 2014-05-22
Stochastic Partial Differential Equations With L Vy Noise written by S. Peszat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-22 with MATHEMATICS categories.
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
Stochastic Partial Differential Equations With L Vy Noise
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Author : S. Peszat
language : en
Publisher:
Release Date : 2013-11-21
Stochastic Partial Differential Equations With L Vy Noise written by S. Peszat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with categories.
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
Stochastic Partial Differential Equations With L Vy Noise
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Author : S. Peszat
language : en
Publisher: Cambridge University Press
Release Date : 2007-10-11
Stochastic Partial Differential Equations With L Vy Noise written by S. Peszat and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-11 with Mathematics categories.
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
A Minicourse On Stochastic Partial Differential Equations
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Author : Robert C. Dalang
language : en
Publisher: Springer Science & Business Media
Release Date : 2009
A Minicourse On Stochastic Partial Differential Equations written by Robert C. Dalang 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 2009 with Mathematics categories.
This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Stochastic Partial Differential Equations
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Author : Helge Holden
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-12-01
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 2009-12-01 with Mathematics categories.
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.
The Dynamics Of Nonlinear Reaction Diffusion Equations With Small L Vy Noise
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Author : Arnaud Debussche
language : en
Publisher: Springer
Release Date : 2013-10-01
The Dynamics Of Nonlinear Reaction Diffusion Equations With Small L Vy Noise written by Arnaud Debussche and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-01 with Mathematics categories.
This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.
Applied Stochastic Differential Equations
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Author : Simo Särkkä
language : en
Publisher: Cambridge University Press
Release Date : 2019-05-02
Applied Stochastic Differential Equations written by Simo Särkkä and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-02 with Business & Economics categories.
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
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 Related Fields
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Author : Andreas Eberle
language : en
Publisher: Springer
Release Date : 2018-07-03
Stochastic Partial Differential Equations And Related Fields written by Andreas Eberle and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-03 with Mathematics categories.
This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equations and Related Fields'' hosted by the Faculty of Mathematics at Bielefeld University, October 10–14, 2016. The conference, attended by more than 140 participants, including PostDocs and PhD students, was held both to honor Michael Röckner's contributions to the field on the occasion of his 60th birthday and to bring together leading scientists and young researchers to present the current state of the art and promising future developments. Each article introduces a well-described field related to Stochastic Partial Differential Equations and Stochastic Analysis in general. In particular, the longer surveys focus on Dirichlet forms and Potential theory, the analysis of Kolmogorov operators, Fokker–Planck equations in Hilbert spaces, the theory of variational solutions to stochastic partial differential equations, singular stochastic partial differential equations and their applications in mathematical physics, as well as on the theory of regularity structures and paracontrolled distributions. The numerous research surveys make the volume especially useful for graduate students and researchers who wish to start work in the above-mentioned areas, or who want to be informed about the current state of the art.
Stochastic Partial Differential Equations
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Author : Pao-Liu Chow
language : en
Publisher: CRC Press
Release Date : 2007-03-19
Stochastic Partial Differential Equations 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 2007-03-19 with Mathematics categories.
As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theor