Stochastic Partial Differential Equations with Lévy Noise

Stochastic Partial Differential Equations with Lévy Noise
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Publisher : Cambridge University Press
Total Pages : 45
Release :
ISBN-10 : 9780521879897
ISBN-13 : 0521879892
Rating : 4/5 (892 Downloads)
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Book Synopsis Stochastic Partial Differential Equations with Lévy Noise by : S. Peszat

Download or read book Stochastic Partial Differential Equations with Lévy Noise written by S. Peszat and published by Cambridge University Press. This book was released on 2007-10-11 with total page 45 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive monograph by two leading international experts; includes applications to statistical and fluid mechanics and to finance.


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Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive mon