ISBN: 9780521879897 - stochastic partial differential equations with levy noise: an evolution equation approach (encyclopedia of mathematics & its applications, 113, band 113) (10 Ergebnisse)

gebundene Ausgabe. Zustand: Gut. 419 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 765.

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Zustand: New. Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 432 pages, 40 worked examples. BIC Classification: PBKJ; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 24. Weight in Grams: 776. . 2007. 1st Edition. hardcover. . . . . …

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Hardback. Zustand: New. Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appeared here for the first time in book form. The authors start with a detailed analysis of Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.…

Zustand: New. Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 432 pages, 40 worked examples. BIC Classification: PBKJ; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 24. Weight in Grams: 776. . 2007. 1st Edition. hardcover. . . . . Books ship from the US and Ireland. …

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appeared here for the first time in book form. The authors start with a detailed analysis of Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.…

Zustand: gut. 2007. Stochastic Partial Differential Equations with Levy Noise: An Evolution Equation Approach. Encyclopedia of Mathematics & Its Applications, Band 113. In englischer Sprache. pages.

Hardback. Zustand: New. Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appeared here for the first time in book form. The authors start with a detailed analysis of Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.…