Stochastic partial differential equations. A modeling, white noise functional approach
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Publication:1034325
DOI10.1007/978-0-387-89488-1zbMath1198.60005OpenAlexW4230211289MaRDI QIDQ1034325
Jan Ubøe, Helge Holden, Bernt Øksendal, Tu-Sheng Zhang
Publication date: 11 November 2009
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-387-89488-1
SPDEsWiener-Itô chaos expansionWhite noiseHermite PolynomialsLévy ProcessesStochastic Heat EquationStochastic Partial Differential EquationsStochastic Poisson EquationStochastic Wave Equation
White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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