Random Fields and Stochastic Partial Differential Equations
By: by Yu. A. Rozanov
Series: Mathematics and Its Applications -- 438
Publisher: Springer Netherlands
Published: 1998
Place of publication: Dordrecht
Language: eng
Format: [electronic resource] /
Number of pages: 232
ISBN-13: 9789048150090; 9789401728386
Subjects: Mathematics; Differential equations, partial; Distribution (Probability theory)
Description: This book considers some models described by means of partial differential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic partial differential equations an approach is suggested to generalise solutions of stochastic boundary problems. The main topic concerns probabilistic aspects with applications to the most well-known random fields models which are representative for the corresponding stochastic Sobolev spaces. This work assumes basic knowledge of general analysis and probability, such as Hilbert space methods, Schwartz distributions, and Fourier transforms. Audience: This volume will be of interest to researchers and postgraduate students whose work involves probability theory, stochastic processes and partial differential equations.
Notes: Online full text is restricted to subscribers.

Also available in print.

Mode of access: World Wide Web.