商品簡介
Chow introduces partial differential equations of evolutional type with coefficients that are random functions of space and time. Such random functions or random fields may be generalized random fields, for instance, spatially dependent white noise. For the second edition he has added material concerning stochastic partial differential equations driven by the Levy type of noise, which have attracted attention recently in applications to biological and financial problems. The topics include scalar equations of first order, stochastic parabolic equations, stochastic evolution equations in Hilbert spaces, the asymptotic behavior of solutions, and diffusion equations in infinite dimensions. Annotation c2015 Ringgold, Inc., Portland, OR (protoview.com)
