Stochastic partial differential equations Pao-Liu Chow. Chapman & Hall/CRC applied mathematics and nonlinear science series.

Chow, Pao Liu:

ISBN 10: 1584884436 / ISBN 13: 9781584884439

Edité par Boca, Chapman & Hall/CRC, 2007

A propos de cet article

Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 CHO 9781584884439 Sprache: Englisch Gewicht in Gramm: 550.

N° de réf. du vendeur 2502937

Détails bibliographiques

• Titre: Stochastic partial differential equations Pao-Liu Chow. Chapman & Hall/CRC applied mathematics and nonlinear science series.
• Éditeur: Boca, Chapman & Hall/CRC
• Date de parution: 2007
• Langue: anglais
• ISBN à 10 chiffres: 1584884436
• ISBN à 13 chiffres: 9781584884439
• Reliure: Hardcover
• Poids: 550 grammes
• Catalogues du vendeur:
  • SA MATHEMATIK

A propos de ce titre

Synopsis

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 author first brings the subject back to its root in classical concrete problems. He then discusses a unified theory of stochastic evolution equations and describes a few applied problems, including the random vibration of a nonlinear elastic beam and invariant measures for stochastic Navier-Stokes equations. The book concludes by pointing out the connection of stochastic PDEs to infinite-dimensional stochastic analysis. By thoroughly covering the concepts and applications of stochastic PDEs at an introductory level, this text provides a guide to current research topics and lays the groundwork for further study.

À propos de l?auteur

Pau-Liu Chow