Stochastic partial differential equations
Title:
Stochastic partial differential equations
Author:
Chow, P. L. (Pao Liu), 1936-
ISBN:
9781584884439
Personal Author:
Publication Information:
Boca Raton, FL : Chapman & Hall/CRC, c2007.
Physical Description:
ix, 281 p. ; 25 cm.
Series:
Chapman & Hall/CRC applied mathematics and nonlinear science series
Contents:
Scalar equations of first order -- Stochastic parabolic equations -- Stochastic parabolic equationsin the whole space -- Stochastic hyperbolic equations -- Stochastic evolution equations in Hilbert spaces -- Asymptotic behavior of solutions -- Diffustion equations in infinite dimensions.
Abstract:
This volume is devoted to stochastic partial differential equations, a topic useful in many fields of science, statistics, and engineering. It introduces readers to modeling fluid and other complex physics problems, control problems, and asymptotic analysis of stochastic PDEs using the parabolic-Ito class of equations.
Subject Term:
Electronic Access:
Table of contents only http://www.loc.gov/catdir/toc/ecip076/2006101018.html