Random Fields and Stochastic Partial Differential Equations /
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 top...
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| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht :
Springer Netherlands,
1998.
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| Series: | Mathematics and its applications ;
438. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (vii, 232 pages) |
| ISBN: | 9789401728386 (electronic bk.) 9401728380 (electronic bk.) |