Stochastic Partial Differential Equations with Levy Noise
An Evolution Equation Approach
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 Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic para…
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Produktdetails
Weitere Autoren: Zabczyk, J.
- ISBN: 978-0-521-87989-7
- EAN: 9780521879897
- Produktnummer: 3156445
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 432 S.
- Masse: H24.0 cm x B16.1 cm x D2.7 cm 812 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 812
Über den Autor
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).
1 weiteres Werk von S. Peszat:
Stochastic Partial Differential Equations with Levy Noise
An Evolution Equation Approach
An Evolution Equation Approach
Ebook (PDF Format)
CHF 165.10
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