Stochastic Ordinary and Stochastic Partial Differential Equations
Springer-Verlag New York Inc.
978-1-4899-8658-0 (ISBN)
From Microscopic Dynamics to Mesoscopic Kinematics.- Heuristics: Microscopic Model and Space—Time Scales.- Deterministic Dynamics in a Lattice Model and a Mesoscopic (Stochastic) Limit.- Proof of the Mesoscopic Limit Theorem.- Mesoscopic A: Stochastic Ordinary Differential Equations.- Stochastic Ordinary Differential Equations: Existence, Uniqueness, and Flows Properties.- Qualitative Behavior of Correlated Brownian Motions.- Proof of the Flow Property.- Comments on SODEs: A Comparison with Other Approaches.- Mesoscopic B: Stochastic Partial Differential Equations.- Stochastic Partial Differential Equations: Finite Mass and Extensions.- Stochastic Partial Differential Equations: Infinite Mass.- Stochastic Partial Differential Equations:Homogeneous and Isotropic Solutions.- Proof of Smoothness, Integrability, and Itô’s Formula.- Proof of Uniqueness.- Comments on Other Approaches to SPDEs.- Macroscopic: Deterministic Partial Differential Equations.- Partial Differential Equations as a Macroscopic Limit.- General Appendix.
Erscheint lt. Verlag | 18.9.2014 |
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Reihe/Serie | Stochastic Modelling and Applied Probability ; 58 |
Zusatzinfo | X, 459 p. |
Verlagsort | New York |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Mathematik ► Analysis |
Naturwissenschaften ► Physik / Astronomie | |
ISBN-10 | 1-4899-8658-8 / 1489986588 |
ISBN-13 | 978-1-4899-8658-0 / 9781489986580 |
Zustand | Neuware |
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