Code: 01973814

Random Fields and Stochastic Partial Differential Equations

Name: Random Fields and Stochastic Partial Differential Equations
Brand: Springer Netherlands
SKU: 01973814
Price: 102.73 EUR
Availability: InStock
Author: Y. Rozanov
ISBN: 9789048150090

by Y. Rozanov

Language: English
Binding: Paperback
Number of pages: 232
Publisher: Springer Netherlands, 2010
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Book synopsis

This book considers some models described by means of partial differential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic partial differential equations an approach is suggested to generalise solutions of stochastic boundary problems. The main topic concerns probabilistic aspects with applications to the most well-known random fields models which are representative for the corresponding stochastic Sobolev spaces. This work assumes basic knowledge of general analysis and probability, such as Hilbert space methods, Schwartz distributions, and Fourier transforms. Audience: This volume will be of interest to researchers and postgraduate students whose work involves probability theory, stochastic processes and partial differential equations.