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Type: BOOK - Published: 2017-09-01 - Publisher: Springer
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
Language: en
Pages: 238
Pages: 238
Type: BOOK - Published: 2013-12-01 - Publisher: Springer Science & Business Media
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
Language: en
Pages: 312
Pages: 312
Type: BOOK - Published: 2009-12-01 - Publisher: Springer Science & Business Media
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this
Language: en
Pages: 516
Pages: 516
Type: BOOK - Published: 2014-08-11 - Publisher: Cambridge University Press
This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and
Language: en
Pages: 230
Pages: 230
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media
This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research