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...