Random Fields and Stochastic Partial Differential Equations (Mathematics and Its Applications) pdf epub mobi txt 电子书 下载 2025
- 随机场
- 随机偏微分方程
- 概率论
- 偏微分方程
- 数学物理
- 斯托哈斯蒂克过程
- 泛函分析
- 应用数学
- 数值分析
- 统计学
具体描述
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.
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