Random Fields and Stochastic Partial Differential Equations by Y. RozanovRandom Fields and Stochastic Partial Differential Equations by Y. Rozanov

Random Fields and Stochastic Partial Differential Equations

byY. Rozanov

Paperback | December 8, 2010

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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.
Title:Random Fields and Stochastic Partial Differential EquationsFormat:PaperbackDimensions:232 pagesPublished:December 8, 2010Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:9048150094

ISBN - 13:9789048150090

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Table of Contents

Foreword. I. Random Fields and Stochastic Sobolev Spaces. II. Equations for Generalized Random Functions. III. Random Fields Associated with Partial Equations. IV. Gaussian Random Fields.