Analysis of stochastic partial differential equations

Analysis of stochastic partial differential equations

by Khoshnevisan, Davar

Type Book
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Title Statements

  • Full title :Analysis of stochastic partial differential equations / Davar Khoshnevisan.

Edition Statements

  • Publication Date:cop. 2014, cop. 2014.

Publication Statements

The Physical Object

  • Description:1 vol. (VIII-116 p.) : : ill. ; : 26 cm.

Edition Identifiers

  • ISBN:9781470415471, 147041547X
  • oclc:ocn892884659
  • LC Classification:QA1
  • Dewey Decimal:519.2/2

Table of Contents

Prelude -- Wiener integrals -- A linear heat equation -- Walsh-Dalang integrals -- A non-linear heat equation -- Intermezzo: A parabolic Anderson model -- Intermittency -- Intermittency fronts -- Intermittency islands -- Correlation length -- Appendix A: Some special integrals -- Appendix B: A Burkholder-Davis-Gundy inequality -- Appendix C: Reguarity theory.

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