Springer
Stochastic Partial Differential Equations, Space-Time White Noise and Random Fields (English, Robert C. Dalang | Marta Sanz-Solé)
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Product Description
About the Book
This open access book provides a comprehensive introduction to the theory of stochastic partial differential equations (SPDEs). The focus is on SPDEs driven by Gaussian space-time white noise. The book covers both linear and nonlinear SPDEs, with Lipschitz and locally Lipschitz coefficients and multiplicative noise. It provides a modern presentation of the theory of stochastic integration with respect to space-time white noise and unifies many re…
ISBN: 9783032016492
Book Specifications
| ISBN-13 | 9783032016492 |
| ISBN-10 | 3032016495 |
| Publisher | Springer |
| Category | Springer |
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