Random Fields and Stochastic Partial Differential Equations

This book considers some models described by means of partial differential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic partial differential equations an approach is suggested to generalise solutions of stochastic boundary problems. The main topic concerns probabilistic aspects with applications to the most well-known random fields models which are representative for the corresponding stochastic Sobolev spaces. This work assumes basic knowledge of general analysis and probability, such as Hilbert space methods, Schwartz distributions, and Fourier transforms. Audience: This volume will be of interest to researchers and postgraduate students whose work involves probability theory, stochastic processes and partial differential equations.

Year

1998

Language

English

Series

Mathematics and Its Applications -- 438

Publisher

Springer Netherlands

Editions

1

Pages

232

ISBN

9789048150090

Data source: Wikidata