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Stochastic Partial Differential Equations

A Modeling, White Noise Functional Approach

Helge Holden; Bernt Øksendal; Jan Ubøe; Tusheng Zhang

978-0-387-89488-1

2010
Edition 2
- Focuses on the development of SPDEs and their application both to real-life problems and abstract mathematical topics
- Includes new discussions of fractional Brownian motion, Lévy processes and Lévy random fields, and applications to finance
- Provides an excellent introduction to the field and areas of current research
- Exercises at the end of each chapter
- Includes supplementary material: sn.pub/extras
€419 €377
10% OFF

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