Stochastic partial differential equations : an introduction (Record no. 32531)

000 -LEADER
fixed length control field nam a22 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 230901b xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783030890025
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Item number PAR
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Pardoux, Etienne
245 ## - TITLE STATEMENT
Title Stochastic partial differential equations : an introduction
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Springer,
Date of publication, distribution, etc 2021
Place of publication, distribution, etc Cham :
300 ## - PHYSICAL DESCRIPTION
Extent viii, 74 p. ;
Dimensions 24 cm
365 ## - TRADE PRICE
Unit of pricing 59.99
Price amount EUR
Price type code 94.90
490 ## - SERIES STATEMENT
Series statement Springer briefs in Mathematics
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
520 ## - SUMMARY, ETC.
Summary, etc This book gives a concise introduction to the classical theory of stochastic partial differential equations (SPDEs). It begins by describing the classes of equations which are studied later in the book, together with a list of motivating examples of SPDEs which are used in physics, population dynamics, neurophysiology, finance and signal processing. The central part of the book studies SPDEs as infinite-dimensional SDEs, based on the variational approach to PDEs. This extends both the classical Ito formulation and the martingale problem approach due to Stroock and Varadhan. The final chapter considers the solution of a space-time white noise-driven SPDE as a real-valued function of time and (one-dimensional) space. The results of J. Walsh's St Flour notes on the existence, uniqueness and Holder regularity of the solution are presented. In addition, conditions are given under which the solution remains nonnegative, and the Malliavin calculus is applied. Lastly, reflected SPDEs and their connection with super Brownian motion are considered. At a time when new sophisticated branches of the subject are being developed, this book will be a welcome reference on classical SPDEs for newcomers to the theory.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Dominated convergence theorem
Topical term or geographic name as entry element Fubini's theorem
Topical term or geographic name as entry element Local martingale
Topical term or geographic name as entry element Orthonormal basis
Topical term or geographic name as entry element Probability
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent location Current location Date acquired Cost, normal purchase price Full call number Barcode Date last seen Koha item type
          DAIICT DAIICT 2023-08-27 5693.05 519.2 PAR 034179 2023-09-01 Books

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