"The authors have made significant contributions to each of the areas. As a whole, the book is well organized and very carefully written and the details of the proofs are basically spelled out... This is a rich and demanding book... It will be of great value for students of probability theory or SPDEs with an interest in the subject, and also for professional probabilists." -Mathematical Reviews "...a comprehensive introduction to stochastic partial differential equations." -Zentralblatt MATH "This book will be invaluable to anyone interested in doing research in white noise theory or in applying this theory to solving real-world problems." -Computing Reviews

The main emphasis of this work is on stochastic partial differential equations. First the stochastic Poisson equation and the stochastic transport equation are discussed; then the authors go on to deal with the Schrodinger equation, the heat equation, the nonlinear Burgers' equation with a stochastic source, and the pressure equation. The white noise approach often allows for solutions given by explicit formulas in terms of expectations of certain auxiliary processes. The noise in the above examples are all of a Gaussian white noise type. In the end, the authors also show how to adapt the analysis to SPDEs involving noise of Poissonian type.
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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 group including some of us with the support of VISTA, a research coopera­ tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S.
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Produktdetaljer

ISBN
9780817639280
Publisert
1996-08-01
Utgiver
Birkhauser Boston
Høyde
234 mm
Bredde
156 mm
Aldersnivå
Research, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
12