Stochastic Partial Differential Equations

by Pao-Liu Chow

Overview

As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theor

Product Details

ISBN-13:	9781000738216
Publisher:	CRC Press
Publication date:	03/19/2007
Sold by:	Barnes & Noble
Format:	eBook
Pages:	281
File size:	2 MB

About the Author

Pau-Liu Chow

Table of Contents

Preface. Preliminaries. Scalar Equations of First Order. Stochastic Parabolic Equations. Stochastic Parabolic Equations in the Whole Space. Stochastic Hyperbolic Equations. Stochastic Evolution Equations in Hilbert Spaces. Asymptotic Behavior of Solutions. Further Applications. Diffusion Equations in Infinite Dimensions. References. Index.

Editorial Reviews

"This is the second edition of the very well-written and introductory, application-oriented book on stochastic partial differential equations (SPDEs) by P.L. Chow. Compared to the first edition, the main change is adding new materials about SPDEs driven by Lévy-type noise."
—Zentralblatt MATH 1321

Praise for the First Edition:
"The book provides an excellent introduction to the theory of stochastic partial differential equations … a well-written and timely contribution to the literature."
—Evelyn Buckwar, Zentralblatt Math, 2009

"… an excellent guide to current research topics that opens possibilities for further developments in the field."
—EMS Newsletter, 2008

"This introductory book fills a gap in the field."
—Nikita Y. Ratanov, Mathematical Reviews, 2008d

"… very well-written introductory book … I thoroughly recommend this book and believe that it will be a useful textbook with which to introduce students and young scientists to computational and analytical techniques for stochastic differential equations. This book is of great interest to applied mathematicians, theoretical physicists, naturalists, and all interested in the statistical formulation of scientific problems."
—Andrzej Icha, Pure and Applied Geophysics, June 2005

From the Publisher