ABSTRACT

Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Levy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and impro

chapter 1|20 pages

Preliminaries

chapter 2|18 pages

Scalar Equations of First Order

chapter 3|66 pages

Stochastic Parabolic Equations

chapter 5|32 pages

Stochastic Hyperbolic Equations

chapter 7|28 pages

Asymptotic Behavior of Solutions

chapter 8|18 pages

Further Applications

chapter 9|38 pages

Diffusion Equations in Infinite Dimensions