Stochastic Partial Differential Equations, Space-Time White Noise and Random Fields
Overview & Synopsis
This open access book provides a comprehensive introduction to the theory of stochastic partial differential equations (SPDEs). The focus is on SPDEs driven by Gaussian space-time white noise. The book covers both linear and nonlinear SPDEs, with Lipschitz and locally Lipschitz coefficients and multiplicative noise.
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Document Information
| Document Title | Stochastic Partial Differential Equations, Space-Time White Noise and Random Fields |
|---|---|
| Author / Organization | Robert C. Dalang, Marta Sanz-Solé |
| Subject & Discipline | Probability, Stochastic Process, Queueing Theory, etc., Differential Equations and Dynamical Systems, Financial Mathematics and Engineering, Statistics, Mathematical Statistics, and SAS Programming, Numerical Analysis and Scientific Computing |
| Categories | Probability, Stochastic Process, Queueing Theory, etc. |
| Publication Year | 2026 |
| ISBN | 978-3032016492 |
| License / Rights | Creative Commons License (CC) |
| Resource Verification | Access Restricted / Protected Host |
| Original Host Website |
FreeComputerBooks.com
(freecomputerbooks.com)
|
| File Format | application/pdf (Portable Document Format) |
| Language | ENGLISH |
| Catalog ID | DOC-113115 |
| Original Source Link | Visit Source Page on freecomputerbooks.com » |
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