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Random Fields and Stochastic Partial Differential Equations

Mathematics & Its Applications (Numbered Hardcover)

Hardcover

Published: 31st March 1998
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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.

Forewordp. 1
Random Fields and Stochastic Sobolev Spacesp. 5
Equations for Generalized Random Functionsp. 85
Random Fields Associated with Partial Equationsp. 167
Gaussian Random Fieldsp. 193
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792349846
ISBN-10: 0792349849
Series: Mathematics & Its Applications (Numbered Hardcover)
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 239
Published: 31st March 1998
Publisher: SPRINGER VERLAG GMBH
Dimensions (cm): 23.393 x 15.596  x 1.422
Weight (kg): 0.517