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 Levy 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 Levy type of stochastic integrals and the related stochastic differential equations in...
Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems
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 theory and Itô's equations, highlighting several computational and analytical techniques.Without assuming specific knowledge of PDEs, the text includes many challenging problems in stochastic analysis and treats stochastic PDEs in a practical way. The...
As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much att...
