Stochastic partial differential equations / Pao-Liu Chow.
Material type:
TextSeries: Advances in applied mathematicsPublication details: Boca Raton : CRC Press, c2015.Edition: 2nd edDescription: xv, 317 p. ; 24 cmISBN: - 9781466579552 (hardcover : alk. paper)
- 519.23 23 C552
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.23 C552 (Browse shelf(Opens below)) | Available | 136324 |
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| 519.23 C551 Stochastic tools in mathematics and science | 519.23 C551 Stochastic tools in mathematics and science | 519.23 C552 Stochastic partial differential equations | 519.23 C552 Stochastic partial differential equations / | 519.23 C559 Lectures from Markov processes to Brownian motion | 519.23 C559 Elementary probability theory with stochastic processes/ | 519.23 C559 Elementary probability theory with stochastic processes/ |
Includes bibliographical references and index.
1. Preliminaries--
2. Scalar equations of first order--
3. Stochastic parabolic equations--
4. Stochastic parabolic equations in the whole space--
5. Stochastic hyperbolic equations--
6. Stochastic evolution equations in Hilbert spaces--
7. Asymptotic behavior of solutions--
8. Further applications--
9. Diffusion equations in infinite dimensions--
Bibliography--
Index.
The book covers basic theory as well as computational and analytical techniques to solve physical, biological, and financial problems. It first presents classical concrete problems before proceeding to a unified theory of stochastic evolution equations and describing applications, such as turbulence in fluid dynamics, a spatial population growth model in a random environment, and a stochastic model in bond market theory.
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