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Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach - Holden, Helge, and Oksendal, Bernt, and Uboe, Jan
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The main emphasis of this work is on stochastic partial differential equations. First the stochastic Poisson equation and the stochastic transport equation are discussed; then the authors go on to deal with the Schrodinger equation, the heat equation, the nonlinear Burgers' equation with a stochastic source, and the pressure equation. The white noise approach often allows for solutions given by explicit formulas in terms of expectations of certain auxiliary processes. The noise in the above examples are all of a Gaussian ...

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Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach 2012, Birkhauser, Boston, MA

ISBN-13: 9781468492170

Trade paperback

Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach 2009, Springer, New York, NY

ISBN-13: 9780387894874

2nd 2010 edition

Trade paperback

Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach 1996, Birkhauser, Boston, MA

ISBN-13: 9780817639280

1996 edition

Hardcover