Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach - Couverture rigide

Livre 103 sur 188: Encyclopedia of Mathematics and its Applications

Peszat, S.; Zabczyk, J.

 
9780521879897: Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach
Couverture rigide
ISBN 10 : 0521879892 ISBN 13 : 9780521879897
Editeur : Cambridge University Press, 2007

Synopsis

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 appeared here for the first time in book form. 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 parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.

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À propos des auteurs

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).

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2007
Langue
anglais
ISBN 10 
0521879892
ISBN 13 
9780521879897
Reliure
Relié
Numéro d'édition
1
Nombre de pages
432
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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