Analysis of stochastic partial differential equations / Davar Khoshnevisan
Type de document : MonographieCollection : Regional conference series in mathematics, 119Langue : anglais.Pays: Etats Unis.Éditeur : Providence : American Mathematical Society, 2014Description : 1 vol. (VIII-116 p.) : ill. ; 26 cmISBN: 9781470415471.ISSN: 0160-7642.Bibliographie : Bibliogr. p.111-116.Sujet MSC : 60H15, Probability theory and stochastic processes - Stochastic analysis, Stochastic partial differential equations60H30, Probability theory and stochastic processes - Stochastic analysis, Applications of stochastic analysis (to PDEs, etc.)
35R60, Miscellaneous topics in partial differential equations, PDEs with randomness, stochastic partial differential equations
35-02, Research exposition (monographs, survey articles) pertaining to partial differential equations
60-01, Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theoryEn-ligne : Zentralblatt | MathSciNet
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Monographie
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CMI Salle 1 | 60 KHO (Browse shelf(Opens below)) | Available | 12367-01 |
The objective of the book is to analyze the stochastic heat equation on the line when the driving force is multiplicative space-time Gaussian white noise. The emphasis is on the pointwise (as opposed to the Sobolev-space-type) behavior of the solution; the multiplicative and highly irregular nature of the noise makes the behavior very interesting indeed. The book takes the reader from the basics to research level in under 100 pages; it should be a pleasurable read for both beginners and experts alike.
The book is based on the 10 lectures delivered by the author at the NSF-CBMS Regional Conference in the Mathematical Sciences: Analysis of Stochastic Partial Differential Equations. The conference was held at Michigan State University, August 19–23, 2013. ... (MathSciNet)
Bibliogr. p.111-116
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