000796299 000__ 03297cam\a2200445Ii\4500
000796299 001__ 796299
000796299 005__ 20230306143530.0
000796299 006__ m\\\\\o\\d\\\\\\\\
000796299 007__ cr\cnunnnunuuu
000796299 008__ 170717s2017\\\\sz\a\\\\ob\\\\001\0\eng\d
000796299 020__ $$a9783319586472$$q(electronic book)
000796299 020__ $$a3319586475$$q(electronic book)
000796299 020__ $$z9783319586458
000796299 0247_ $$a10.1007/978-3-319-58647-2$$2doi
000796299 035__ $$aSP(OCoLC)ocn993876752
000796299 035__ $$aSP(OCoLC)993876752
000796299 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dYDX$$dFIE$$dOCLCF$$dUAB
000796299 049__ $$aISEA
000796299 050_4 $$aQA274.25
000796299 08204 $$a519.2/2$$223
000796299 1001_ $$aLototsky, Sergey V.,$$eauthor.
000796299 24510 $$aStochastic partial differential equations /$$cSergey V. Lototsky, Boris L. Rozovsky.
000796299 264_1 $$aCham, Switzerland :$$bSpringer,$$c2017.
000796299 300__ $$a1 online resource (xiv, 508 pages) :$$billustration.
000796299 336__ $$atext$$btxt$$2rdacontent
000796299 337__ $$acomputer$$bc$$2rdamedia
000796299 338__ $$aonline resource$$bcr$$2rdacarrier
000796299 4901_ $$aUniversitext,$$x0172-5939
000796299 504__ $$aIncludes bibliographical references and index.
000796299 5050_ $$aIntroduction -- Basic Ideas -- Stochastic Analysis in Infinite Dimensions -- Linear Equations: Square-Integrable Solutions -- The Polynomial Chaos Method -- Parameter Estimation for Diagonal SPDEs -- Solutions -- References -- Index.
000796299 506__ $$aAccess limited to authorized users.
000796299 520__ $$aTaking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected to the material discussed at a particular place in the text. The questions usually ask to verify something, so that the reader already knows the answer and, if pressed for time, can move on. Accordingly, no solutions are provided, but there are often hints on how to proceed. The book will be of interest to everybody working in the area of stochastic analysis, from beginning graduate students to experts in the field.--$$cProvided by publisher.
000796299 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed July 17, 2017).
000796299 650_0 $$aStochastic partial differential equations.
000796299 7001_ $$aRozovsky, Boris L.$$eauthor.
000796299 830_0 $$aUniversitext,$$x0172-5939
000796299 852__ $$bebk
000796299 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-58647-2$$zOnline Access$$91397441.1
000796299 909CO $$ooai:library.usi.edu:796299$$pGLOBAL_SET
000796299 980__ $$aEBOOK
000796299 980__ $$aBIB
000796299 982__ $$aEbook
000796299 983__ $$aOnline
000796299 994__ $$a92$$bISE