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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.
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Book Description
Comprehensive monograph detailing evolution equation approach to the solution of stochastic partial differential equations driven by Lévy space-time noise, by two leading international experts. The majority of results appear here for the first time in book form and the volume is sure to stimulate further research in this important field.
About the Author
Szymon Peszat is an Associate Professor in the Institute of Mathematics at the Polish Academy of Sciences.
"About this title" may belong to another edition of this title.
- PublisherCambridge University Press
- Publication date2007
- ISBN 10 0521879892
- ISBN 13 9780521879897
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages432
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach.
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Stochastic Partial Differential Equations with L�vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Stochastic Partial Differential Equations with LÃ vy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications)
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Stochastic Partial Differential Equations With Levy Noise : An Evolution Equation Approach
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Stochastic Partial Differential Equations With Levy Noise : An Evolution Equation Approach
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications, Series Number 113)
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Stochastic Partial Differential Equations With Levy Noise : An Evolution Equation Approach
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Stochastic Partial Differential Equations with Levy Noise: An Evolution Equation Approach (Hardcover)
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ISBN 13: 9780521879897
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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
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