Stochastic Partial Differential Equations and Applications (Lecture Notes in Pure and Applied Mathematics)
Contributors: Giuseppe Da Prato (Editor); Luciano Tubaro (Editor)
Edition: 1st edition
Publisher: CRC
Published: April 15, 2002
Language: eng
Format: Paperback
Number of pages: 474
ISBN-13: 9780824707927
Subjects: Differential Equations; Probability & statistics; Stochastics; Probability & Statistics - General; Partial Differential Equations; Stochastic Processes; Mathematics; Stochastic partial differential equations; Science/Mathematics; Stochastic partial differentia; Applied; General; Mathematics / Differential Equations
First sentence: The "square of white noise" or "SWN" algebra was defined in [ALV 99] as the Lie algebra generated by elements B(f), B(f), and N(f) satisfying the commutation relations: where c > 0 and f, g, are suitable functions.