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2009, ISBN: 9780387894874
Mitwirkende: Øksendal, Bernt, Mitwirkende: Ubøe, Jan, Mitwirkende: Zhang, Tusheng, Springer, Taschenbuch, Auflage: 2nd ed. 2010, 324 Seiten, Publiziert: 2009-12-04T00:00:01Z, Produktgrupp… mais…
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2009, ISBN: 9780387894874
A Modeling, White Noise Functional Approach, Buch, Softcover, 2nd ed. 2010, [PU: Springer-Verlag New York Inc.], Springer-Verlag New York Inc., 2009
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ISBN: 9780387894874
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 motio… mais…
Holden, Helge:
Stochastic Partial Differential Equations / A Modeling, White Noise Functional Approach / Helge Holden (u. a.) / Taschenbuch / XV / Englisch / 2009 / Springer US / EAN 9780387894874 - Livro de bolso2009, ISBN: 9780387894874
[ED: Taschenbuch], [PU: Springer US], The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPD… mais…
Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach - Livro de bolso
2009
ISBN: 038789487X
[EAN: 9780387894874], Neubuch, [SC: 0.0], [PU: SPRINGER NATURE], MATHEMATICS; MATHEMATICS / PROBABILITY & STATISTICS GENERAL; APPLIED; DIFFERENTIAL EQUATIONS MATHEMATICAL ANALYSIS, Druck … mais…
Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach (Universitext) - Livro de bolso
2009, ISBN: 9780387894874
Mitwirkende: Øksendal, Bernt, Mitwirkende: Ubøe, Jan, Mitwirkende: Zhang, Tusheng, Springer, Taschenbuch, Auflage: 2nd ed. 2010, 324 Seiten, Publiziert: 2009-12-04T00:00:01Z, Produktgrupp… mais…
2009, ISBN: 9780387894874
A Modeling, White Noise Functional Approach, Buch, Softcover, 2nd ed. 2010, [PU: Springer-Verlag New York Inc.], Springer-Verlag New York Inc., 2009
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Dados detalhados do livro - Stochastic Partial Differential Equations
EAN (ISBN-13): 9780387894874
ISBN (ISBN-10): 038789487X
Livro de capa dura
Livro de bolso
Ano de publicação: 2009
Editor/Editora: Springer-Verlag New York Inc.
305 Páginas
Peso: 0,478 kg
Língua: eng/Englisch
Livro na base de dados desde 2009-07-01T08:41:18-03:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2024-03-06T12:28:24-03:00 (Sao Paulo)
Número ISBN/EAN: 9780387894874
Número ISBN - Ortografia alternativa:
0-387-89487-X, 978-0-387-89487-4
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: bernt, oksendal, oeksendal, holden, ksendal, helge, zhang
Título do livro: partial differential equations, white noise, stochastic differential equations, functional differential equations, stochastic differential equation, holden
Dados da editora
Autor: Helge Holden; Bernt Øksendal; Jan Ubøe; Tusheng Zhang
Título: Universitext; Stochastic Partial Differential Equations - A Modeling, White Noise Functional Approach
Editora: Springer; Springer US
305 Páginas
Ano de publicação: 2009-12-04
New York; NY; US
Impresso / Feito em
Língua: Inglês
80,24 € (DE)
82,49 € (AT)
88,50 CHF (CH)
POD
XV, 305 p. 17 illus.
BC; Hardcover, Softcover / Mathematik/Analysis; Mathematische Analysis, allgemein; Verstehen; Brownian; Burgers; Levy; Poisson; Weiner-Ito; Wick; calculus; chaos; modeling; partial differential equation; partial differential equations; ordinary differential equations; Analysis; Probability Theory; Differential Equations; Mathematical Modeling and Industrial Mathematics; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Differentialrechnung und -gleichungen; Mathematische Modellierung; Mathematik für Ingenieure; EA
Preface to the Second Edition.- Preface to the First Edition.- Introduction.- Framework.- Applications to stochastic ordinary differential equations.- Stochastic partial differential equations driven by Brownian white noise.- Stochastic partial differential equations driven by Lévy white noise.- Appendix A. The Bochner-Minlos theorem.- Appendix B. Stochastic calculus based on Brownian motion.- Appendix C. Properties of Hermite polynomials.- Appendix D. Independence of bases in Wick products.- Appendix E. Stochastic calculus based on Lévy processes- References.- List of frequently used notation and symbols.- Index.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
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