Cantitate/Preț
Produs

Random Fields and Stochastic Partial Differential Equations

Autor Y. Rozanov
en Limba Engleză Hardback – 31 mar 1998
This book considers some models described by means of partial dif­ ferential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic Partial Differential Equa­ tions an approach is suggested to generalize solutions of stochastic Boundary Problems. The main topic concerns probabilistic aspects with applications to well-known Random Fields models which are representative for the corresponding stochastic Sobolev spaces. {The term "stochastic" in general indicates involvement of appropriate random elements. ) It assumes certain knowledge in general Analysis and Probability {Hilbert space methods, Schwartz distributions, Fourier transform) . I A very general description of the main problems considered can be given as follows. Suppose, we are considering a random field ~ in a region T ~ Rd which is associated with a chaotic (stochastic) source"' by means of the differential equation (*) in T. A typical chaotic source can be represented by an appropri­ ate random field"' with independent values, i. e. , generalized random function"' = ( cp, 'TJ), cp E C~(T), with independent random variables ( cp, 'fJ) for any test functions cp with disjoint supports. The property of having independent values implies a certain "roughness" of the ran­ dom field "' which can only be treated functionally as a very irregular Schwarz distribution. With the lack of a proper development of non­ linear analyses for generalized functions, let us limit ourselves to the 1 For related material see, for example, J. L. Lions, E.
Citește tot Restrânge

Preț: 61622 lei

Preț vechi: 72496 lei
-15%

Puncte Express: 924

Carte tipărită la comandă

Livrare economică 11-25 iulie

Livrare prin curier în România Termenul estimat este afișat lângă disponibilitate.
Transport gratuit pentru acest produs Plată online sau ramburs, în funcție de opțiunile comenzii.
Retur gratuit în 14 zile Comandă securizată și suport în română.

Specificații

ISBN-13: 9780792349846
ISBN-10: 0792349849
Pagini: 244
Ilustrații: VII, 232 p.
Dimensiuni: 160 x 241 x 18 mm
Greutate: 0.54 kg
Ediția:1998
Editura: Springer
Locul publicării:Dordrecht, Netherlands

Public țintă

Research

Cuprins

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