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Stochastic partial differential equations with Lévy noise : an evolution equation approach

Author: S Peszat; Jerzy Zabczyk
Publisher: Cambridge : Cambridge University, 2007.
Series: Encyclopedia of mathematics and its applications, v. 113.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Comprehensive monograph detailing evolution equation approach to the solution of stochastic partial differential equations driven by Levy space-time noise, by two leading international experts. The  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: S Peszat; Jerzy Zabczyk
ISBN: 9780521879897 0521879892
OCLC Number: 427467743
Description: xii, 419 p.
Contents: Introduction; Part I. Foundations: 1. Why equations with Levy noise?; 2. Analytic preliminaries; 3. Probabilistic preliminaries; 4. Levy processes; 5. Levy semigroups; 6. Poisson random measures; 7. Cylindrical processes and reproducing kernels; 8. Stochastic integration; Part II. Existence and Regularity: 9. General existence and uniqueness results; 10. Equations with non-Lipschitz coefficients; 11. Factorization and regularity; 12. Stochastic parabolic problems; 13. Wave and delay equations; 14. Equations driven by a spatially homogeneous noise; 15. Equations with noise on the boundary; Part III. Applications: 16. Invariant measures; 17. Lattice systems; 18. Stochastic Burgers equation; 19. Environmental pollution model; 20. Bond market models; Appendix 1. Operators on Hilbert spaces; Appendix 2. C0-semigroups; Appendix 3. Regularization of Markov processes; Appendix 4. Ito formulae; Appendix 5. Levy-Khinchin on [0,+ ); Appendix 6. Proof of Lemma; List of symbols; Bibliography; Index.
Series Title: Encyclopedia of mathematics and its applications, v. 113.
Responsibility: S. Peszat and J. Zabczyk.
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'Summarising, this book is an excellent addition to the literature on stochastic partial differential equations in general and in particular with respect to evolution equations driven by a Read more...

 
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