Stochastic Partial Differential Equation

Abstract

The objective of the book is to provide a concise exposition of the state of contemporary theory of linear stochastic partial differential equations. The book starts with discussion of the main sources of stochastic PDEs, including biology, physics, engineering, economics and finance. It covers cutting edge stochastic analysis in infinite dimensions.

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Document Details

Document Type
Technical Report
Publication Date
May 17, 2015
Accession Number
AD1092158

Entities

People

  • B Rozovsky
  • S Lototsky

Organizations

  • Brown University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Analytic Functions
  • Boltzmann Equation
  • Boundary Value Problems
  • Computational Fluid Dynamics
  • Computational Science
  • Data Science
  • Differential Equations
  • Formulas (Mathematics)
  • Functional Analysis
  • Gaussian Processes
  • Information Science
  • Mathematical Filters
  • Partial Differential Equations
  • Probability Density Functions
  • Probability Distributions
  • Quantum Mechanics
  • Random Variables
  • Statistical Algorithms
  • Statistical Inference
  • Stochastic Processes
  • Surveys
  • Two Dimensional
  • Wave Equations

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Political Science/ International Relations/ European Studies