Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
Language: English
Published by Birkhäuser Verlag, Boston, MA, 1996
- First Edition
- Hardcover
- Used

Seller: Black Cat Hill Books, Oregon City, OR, U.S.A.Black Cat Hill Books
AbeBooks seller since September 17, 2012
Condition: Used - Very good
US$ 50.00
Quantity: 1 available
Add to basketItem description from seller
Seller Inventory # 59444
- Title
- Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
- Author
- Helga Holden, Bernt Oksendal, Jan Uboe, Tusheng Zhang
- Publisher
- Birkhäuser Verlag, Boston, MA
- Publication year
- 1996
- Condition
- Very Good+
- Dust jacket
- No Dust Jacket As Issued
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0817639284
- ISBN 13
- 9780817639280
- Edition
- First Edition; First Printing.
"Synopsis" may belong to another edition of this title.
From the Back Cover
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs driven by space-time Brownian motion noise. In this, the second edition, the authors extend the theory to include SPDEs driven by space-time Lévy process noise, and introduce new applications of the field.
Because the authors allow the noise to be in both space and time, the solutions to SPDEs are usually of the distribution type, rather than a classical random field. To make this study rigorous and as general as possible, the discussion of SPDEs is therefore placed in the context of Hida white noise theory. The key connection between white noise theory and SPDEs is that integration with respect to Brownian random fields can be expressed as integration with respect to the Lebesgue measure of the Wick product of the integrand with Brownian white noise, and similarly with Lévy processes.
The first part of the book deals with the classical Brownian motion case. The second extends it to the Lévy white noise case. For SPDEs of the Wick type, a general solution method is given by means of the Hermite transform, which turns a given SPDE into a parameterized family of deterministic PDEs. Applications of this theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance.
Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.
From the reviews of the first edition:
"The authors have made significant contributions to each of the areas. As a whole, the book is well organized and very carefully written and the details of the proofs are basically spelled out... This is a rich and demanding book... It will be of great value for students of probability theory or SPDEs with an interest in the subject, and also for professional probabilists." ―Mathematical Reviews
"...a comprehensive introduction to stochastic partial differential equations." ―Zentralblatt MATH
"About the title" may belong to another edition of this title.
Black Cat Hill Books
Oregon City, OR, U.S.A.
AbeBooks seller since September 17, 2012
Shipping rates within U.S.A.
| Item | 5 to 14 business days | 3 to 6 business days |
|---|---|---|
| First item | US$ 6.25 | US$ 9.60 |
Payment methods
- Check
- Money Order
- Paypal
Store description
Specialty
Metaphysical & Eastern Thought, modern first editions, natural history, sailing, western americana, philosophy, history, biography, and military history, native american, gardening and landscaping, Christian Theology and Biblical StudiesSeller's business information
Black Cat Hill Books
722 Harrison Street
Oregon City, OR U.S.A. 97045-2039
Terms of sale
We guarantee the condition of every book as it's described
on the www.abebooks.com web sites. If you're dissatisfied with your
purchase (Incorrect Book/Not as Described/Damaged) or if the
order hasn't arrived, you're eligible for a refund within 30
days of the estimated delivery date. If you've changed your
mind about a book that you've ordered, please use the Ask
bookseller a question link to contact us and we'll respond
within 2 business days.
Black Cat Hill Books is a sole proprietorship, Jesse L. Case-Gabbard and Cristina C. Case-Gabbard, proprietors.
Our address for returns, complaints, or requests for information:
Black Cat Hill Books
722 Harrison Street
Oregon City, OR 97045
Our email address is bookcase3@gmail.com.
Our phone number is 503-358-1936.
We do not have a fax number.
Shipping terms
Orders ship within 2 business days. Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is significantly heavy or over-sized, we may contact you to let you know extra shipping is required.