Stochastic Partial Differential Equations: An Introduction (Universitext) - Image 1

£43.24

Springer Stochastic Partial Differential Equations: An Introduction (Universitext)

Name: Stochastic Partial Differential Equations: An Introduction (Universitext)
Brand: Springer
Price: 43.24 GBP
Availability: InStock

Differential Equations

This is the usual price. Wait for it to drop, or tell us your number.

£43 today · usual range £0–£0 · best ever £27

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 622 days • 622 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 622 days • 7 price levels

Days at Price

Current Price

Price Analysis

Most common price: £43 (308 days, 49.5%)

Price range: £27 - £46

Price levels: 7 different prices over 622 days

Description

This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and the ‘locally monotone case’ is presented in a detailed and complete way for SPDEs. The extension to this more general framework for SPDEs, for example, in comparison to the well-known case of globally monotone coefficients, substantially widens the applicability of the results.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3319223534
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Mathematical Analysis > Differential Equations
Domain: Amazon UK
Release Date: 07 November 2015
Listed Since: 24 June 2015

Barcode

No barcode data available

Springer Stochastic Partial Differential Equations: An Introduction (Universitext)

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23)

Stochastic Calculus in Infinite Dimensions and SPDEs (SpringerBriefs in Mathematics)

Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations: 23 (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)

Numerical Solution of SDE Through Computer Experiments (Universitext)

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)

Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)

Stochastic Partial Differential Equations: Six Perspectives (Mathematical Surveys and Monographs)

Stochastic Partial Differential Equations (Universitext)

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling, 86)

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions: 289 (Springer Proceedings in Mathematics & Statistics, 289)

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

Applied Stochastic Differential Equations: 10 (Institute of Mathematical Statistics Textbooks, Series Number 10)

Stochastic Partial Differential Equations: An Introduction (SpringerBriefs in Mathematics)

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

Local Properties of Distributions of Stochastic Functionals (Translations of Mathematical Monographs)

Stochastic Partial Differential Equations and Related Fields: In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10 -14, 2016: 229 (Springer Proceedings in Mathematics & Statistics, 229)

Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)

Stochastic Partial Differential Equations and Related Fields: In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10 -14, 2016: 229 (Springer Proceedings in Mathematics & Statistics, 229)

An Introduction to Computational Stochastic PDEs: 50 (Cambridge Texts in Applied Mathematics, Series Number 50)

Stochastic Equations in Infinite Dimensions: 152 (Encyclopedia of Mathematics and its Applications, Series Number 152)

Stochastic Processes: General Theory: 342 (Mathematics and Its Applications, 342)

Continuous Parameter Markov Processes and Stochastic Differential Equations: 299 (Graduate Texts in Mathematics)

Numerical Integration of Stochastic Differential Equations: 313 (Mathematics and Its Applications, 313)