Items related to Stochastic Partial Differential Equations with Lévy...
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113) - Hardcover
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.
"synopsis" may belong to another edition of this title.
About the Authors
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).
"About this title" may belong to another edition of this title.
Search results for Stochastic Partial Differential Equations with Lévy...
Stock Image
Stochastic Partial Differential Equations with LÃ vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
Published by
Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
Used
Hardcover
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Very Good. Seller Inventory # mon0003812132
Quantity: 2 available
Stock Image
Stochastic Partial Differential Equations with L�vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
Published by
Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
Used
Hardcover
Seller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-M-014-02392
Quantity: 1 available
Stock Image
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
Published by
Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
New
Hardcover
Seller: Best Price, Torrance, CA, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. SUPER FAST SHIPPING. Seller Inventory # 9780521879897
Quantity: 2 available
Stock Image
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
Published by
Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
New
Hardcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2416190019994
Quantity: Over 20 available
Stock Image
Stochastic Partial Differential Equations with L?vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
Published by
Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
New
Hardcover
Seller: GoldBooks, Denver, CO, U.S.A.
Seller rating 5 out of 5 stars
Condition: new. Seller Inventory # 13W28_64_0521879892
Quantity: 1 available
Stock Image
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
Published by
Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
New
Hardcover
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9780521879897
Quantity: Over 20 available
Stock Image
Stochastic Partial Differential Equations with Levy Noise: An Evolution Equation Approach (Hardcover)
Published by
Cambridge University Press, Cambridge, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
New
Hardcover
First Edition
Seller: Grand Eagle Retail, Mason, OH, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. 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 Levy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Levy 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. 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 appear here for the first time in book form, and the volume is sure to stimulate further research in this important field. The authors start with a detailed analysis of Levy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Levy 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521879897
Quantity: 1 available
Stock Image
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
Published by
Cambridge University Press, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
New
Hardcover
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780521879897_new
Quantity: Over 20 available
Stock Image
Stochastic Partial Differential Equations with LÃ vy Noise: An Evolution Equation Approach
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Brand New. 1st edition. 419 pages. 9.50x6.25x1.25 inches. In Stock. This item is printed on demand. Seller Inventory # __0521879892
Quantity: 1 available
Stock Image
Stochastic Partial Differential Equations with Levy Noise: An Evolution Equation Approach (Hardcover)
Published by
Cambridge University Press, Cambridge, 2007
ISBN 10: 0521879892
ISBN 13: 9780521879897
New
Hardcover
First Edition
Seller: CitiRetail, Stevenage, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Hardcover. 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 Levy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Levy 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. 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 appear here for the first time in book form, and the volume is sure to stimulate further research in this important field. The authors start with a detailed analysis of Levy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Levy 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521879897
Quantity: 1 available