Cargando…
Stochastic partial differential equations with Lévy noise: an evolution equation approach
Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.
Autores principales: | Peszat, S, Zabczyk, J |
---|---|
Lenguaje: | eng |
Publicado: |
Cambridge University Press
2007
|
Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1625271 |
Ejemplares similares
-
Numerical methods for stochastic partial differential equations with white noise
por: Zhang, Zhongqiang, et al.
Publicado: (2017) -
Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
por: Holden, Helge, et al.
Publicado: (2010) -
Stochastic partial differential equations: a modeling, white noise functional approach
por: Holden, Helge, et al.
Publicado: (1996) -
Stochastic partial differential equations
por: Chow, Pao-Liu
Publicado: (2007) -
Stochastic partial differential equations
por: Lototsky, Sergey V, et al.
Publicado: (2017)