TY  - BOOK
AU  - Chow,Pao-Liu
TI  - Stochastic partial differential equations
T2  - Advances in applied mathematics
SN  - 9781466579552 (hardcover : alk. paper)
U1  - 519.23 23
PY  - 2015///
CY  - Boca Raton :          
PB  - CRC Press
KW  - Stochastic partial differential equations
N1  - 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
N2  - 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.
ER  -