Stochastic Partial Differential Equations with Lévy Noise

Stochastic Partial Differential Equations with Lévy Noise
Author :
Publisher : Cambridge University Press
Total Pages : 45
Release :
ISBN-10 : 9780521879897
ISBN-13 : 0521879892
Rating : 4/5 (892 Downloads)

Book Synopsis Stochastic Partial Differential Equations with Lévy Noise by : S. Peszat

Download or read book Stochastic Partial Differential Equations with Lévy Noise written by S. Peszat and published by Cambridge University Press. This book was released on 2007-10-11 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.


Stochastic Partial Differential Equations with Lévy Noise Related Books

Stochastic Partial Differential Equations with Lévy Noise
Language: en
Pages: 45
Authors: S. Peszat
Categories: Mathematics
Type: BOOK - Published: 2007-10-11 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
Numerical Methods for Stochastic Partial Differential Equations with White Noise
Language: en
Pages: 391
Authors: Zhongqiang Zhang
Categories: Mathematics
Type: BOOK - Published: 2017-09-01 - Publisher: Springer

DOWNLOAD EBOOK

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
Lévy Processes and Stochastic Calculus
Language: en
Pages: 461
Authors: David Applebaum
Categories: Mathematics
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics
A Minicourse on Stochastic Partial Differential Equations
Language: en
Pages: 230
Authors: Robert C. Dalang
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research
From Lévy-Type Processes to Parabolic SPDEs
Language: en
Pages: 214
Authors: Davar Khoshnevisan
Categories: Mathematics
Type: BOOK - Published: 2016-12-22 - Publisher: Birkhäuser

DOWNLOAD EBOOK

This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on