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Stochastic Partial Differential Equations by Tudor Ciprian (15 results)
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Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
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Stochastic Partial Differential Equations With Additive Gaussian Noise : Analysis and Inference
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Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference
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Stochastic Partial Differential Equations With Additive Gaussian Noise : Analysis and Inference
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Stochastic Partial Differential Equations With Additive Gaussian Noise: Analysis and Inference
Published by World Scientific Pub Co Inc, 2022
ISBN 10: 9811264457 ISBN 13: 9789811264450
Language: English
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Add to basketHardcover. Condition: Brand New. 204 pages. 9.25x6.30x0.67 inches. In Stock.
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Stochastic Partial Differential Equations with Additive Gaussian Noise - Analysis and Inference
Published by World Scientific Publishing Company, 2022
ISBN 10: 9811264457 ISBN 13: 9789811264450
Language: English
US$ 122.05
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Add to basketBuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation.The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.
