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Stochastic Partial Differential Equations with Additive Gaussian Noise

af Ciprian A Tudor

Bog, Hardback, Engelsk, 2022

The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation. The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to t... (Læs mere)

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Bogdetaljer

  • SprogEngelsk
  • IndbindingHardback
  • ISBN9789811264450
  • Udgivet11/10/2022
  • Udgivet afWSPC
  • Længde206 sider
  • ForfatterCiprian A Tudor
  • GenreBusiness og læring, Videnskab