Search Results for: Stochastic Partial Differential Equations With Levy Noise

Stochastic Partial Differential Equations with Lévy Noise

Stochastic Partial Differential Equations with Lévy Noise
Author :
Publisher : Cambridge University Press
Total Pages : 45
Release :
ISBN-10 : 9780521879897
ISBN-13 : 0521879892
Rating : 4/5 (97 Downloads)
DOWNLOAD EBOOK
Book Synopsis Stochastic Partial Differential Equations with Lévy Noise by : S. Peszat

Download or read book Stochastic Partial Differential Equations with Lévy Noise written by S. Peszat and published by Cambridge University Press. This book was released on 2007-10-11 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.


Stochastic Partial Differential Equations with Lévy Noise Related Books

Stochastic Partial Differential Equations with Lévy Noise
Language: en
Pages: 45

Stochastic Partial Differential Equations with Lévy Noise

Authors: S. Peszat
Categories: Mathematics
Type: BOOK - Published: 2007-10-11 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
Numerical Methods for Stochastic Partial Differential Equations with White Noise
Language: en
Pages: 391

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Authors: Zhongqiang Zhang
Categories: Mathematics
Type: BOOK - Published: 2017-09-01 - Publisher: Springer

DOWNLOAD EBOOK

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230

A Minicourse on Stochastic Partial Differential Equations

Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise
Language: en
Pages: 175

The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise

Authors: Arnaud Debussche
Categories: Mathematics
Type: BOOK - Published: 2013-10-01 - Publisher: Springer

DOWNLOAD EBOOK

This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an inte
From Lévy-Type Processes to Parabolic SPDEs
Language: en
Pages: 214

From Lévy-Type Processes to Parabolic SPDEs

Authors: Davar Khoshnevisan
Categories: Mathematics
Type: BOOK - Published: 2016-12-22 - Publisher: Birkhäuser

DOWNLOAD EBOOK

This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on