Name: Stochastic Partial Differential Equations With Lévy Noise Hardback: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications) (en Inglés)
SKU: 1897454
Price: 713.00 PEN
Availability: InStock
Author: Peszat, S. ; Zabczyk, J.
ISBN: 9780521879897

portada Stochastic Partial Differential Equations With Lévy Noise Hardback: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications) (en Inglés)

Stochastic Partial Differential Equations With Lévy Noise Hardback: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications) (en Inglés)

Formato

Libro Físico

Autor

S. Peszat

J. Zabczyk

Editorial

Cambridge University Press

Año

2007

Idioma

Inglés

N° páginas

432

Encuadernación

Tapa Dura

Dimensiones

23.5x16.5x2.9 cm

Peso

0.78 kg.

ISBN

0521879892

ISBN13

9780521879897

N° edición

Categorías

Cálculo diferencial y ecuaciones
Probabilidad y estadística

Stochastic Partial Differential Equations With Lévy Noise Hardback: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications) (en Inglés)

S. Peszat (Autor) · J. Zabczyk (Autor) · Cambridge University Press · Tapa Dura

Libro Nuevo Importado

Envío: 13 a 18 días háb.

S/ 1.584,44S/ 713,00

-55%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan más de 100 unidades

S/ 713,00

Llega entre el 30 Sep y el 09 Oct a CERCADO DE LIMA, Lima. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Stochastic Partial Differential Equations With Lévy Noise Hardback: An Evolution Equation Approach (Encyclopedia of Mathematics and its Applications) (en Inglés)"

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.