Stochastic Partial Differential Equations

The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Levy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.

ISBN	038789487X	Pages	324
ISBN13	9780387894874 (What's this?)	Weight (grammes)	1010
Publisher	Springer-Verlag New York Inc.	Published in	New York, NY
Imprint	Springer-Verlag New York Inc.	Series title	Universitext
Format	Paperback	Height (mm)	234
Publication date	01 Dec 2009	Width (mm)	156
DEWEY	515.353	Spine width (mm)	17
DEWEY edition	DC22	Academic level	Postgraduate

1	Introduction	1
2	Framework	13
3	Applications to Stochastic Ordinary Differential Equations	115
4	Stochastic Partial Differential Equations Driven by Brownian White Noise	159
5	Stochastic Partial Differential Equations Driven by Levy Processes	213
	Appendix A	257
	Appendix B	263
	Appendix C	271
	Appendix D	273
	Appendix E	281
	References	289
	List of frequently used notation and symbols	297
	Index	303

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