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ISBN: 9780817639280 - Stochastic Partial Differential Equations Stochastic Partial Differential Equations
Helge Holden, Bernt Oksendal, Jan Uboe, Tusheng Zhang

ISBN10: 0817639284  ISBN13: 9780817639280
Publisher: Birkhauser Boston
Format: Hardback
Publication date: 01 Aug 1996
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... More

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ISBN: 9780387894874 - Stochastic Partial Differential Equations Stochastic Partial Differential Equations
Helge Holden, Bernt Oksendal, Jan Uboe, Tusheng Zhang

ISBN10: 038789487X  ISBN13: 9780387894874
Publisher: Springer-Verlag New York Inc.
Edition: 2nd ed.
Format: Paperback
Publication date: 01 Dec 2009
The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs driven by space-time Brownian motion noise. In this, the second edition, the authors extend the... More