Related Books

Numerical Methods for Stochastic Partial Differential Equations with White Noise
Language: en
Pages: 394
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
Stochastic Partial Differential Equations
Language: en
Pages: 238
Authors: Helge Holden
Categories: Mathematics
Type: BOOK - Published: 2013-12-01 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a g
Stochastic Partial Differential Equations
Language: en
Pages: 312
Authors: Helge Holden
Categories: Mathematics
Type: BOOK - Published: 2009-12-01 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this
An Introduction to Computational Stochastic PDEs
Language: en
Pages: 516
Authors: Gabriel J. Lord
Categories: Mathematics
Type: BOOK - Published: 2014-08-11 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230
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