Stochastic Partial Differential Equations

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As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theory and Ito's equations, highlighting several computational and analytical techniques. Without assuming specific knowledge of PDEs, the text includes many challenging problems in ...

Stochastic Partial Differential Equations 2006, Chapman & Hall/CRC, Boca Raton, FL

ISBN-13: 9781584884439

Hardcover

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