Stochastic partial differential equations. (©2007)

• Record Type: Book
• Further Information: Note: Pao-Liu Chow.
• Other Names: Chow, P. L (Pao Liu), 1936-
• Contents: PREFACE; ; PRELIMINARIES; Introduction; Some Examples; Brownian Motions and Martingales; Stochastic Integrals; Stochastic Differential Equations; Comments; ; SCALAR EQUATIONS OF FIRST ORDER; Introduction; Generalized Itô's Formula; Linear Stochastic Equations; Quasilinear Equations; General Remarks; ; STOCHASTIC PARABOLIC EQUATIONS; Introduction; Preliminaries; Solution of Random Heat Equation; Linear Equations with Additive Noise; Some Regularity Properties; Random Reaction-Diffusion Equations; Parabolic Equations with Gradient-Dependent Noise; ; STOCHASTIC PARABOLIC EQUATIONS IN THE WHOLE SPACE; Introduction; Preliminaries; Linear and Similinear Equations; Feynman-Kac Formula; Positivity of Solutions; Correlation Functions of Solutions; ; STOCHASTIC HYPERBOLIC EQUATIONS; Introduction; Preliminaries; Wave Equation with Additive Noise; Semilinear Wave Equations; Wave Equations in Unbounded Domain; Randomly Perturbed Hyperbolic Systems; ; STOCHASTIC EVOLUTION EQUATIONS IN HILBERT SPACES; Introduction; Hilbert Space-Valued Martingales; Stochastic Integrals in Hilbert Spaces; Itô's Formula; Stochastic Evolution Equations; Mild Solutions; Strong Solutions; Stochastic Evolution Equations of Second Order; ; ASYMPTOTIC BEHAVIOR OF SOLUTIONS; Introduction; Itô's Formula and Lyapunov Functionals; Boundedness of Solutions; Stability of Null Solution; Invariant Measures; Small Random Perturbation Problems; Large Deviations Problems; ; FURTHER APPLICATIONS; Introduction; Stochastic Burgers and Related Equations; Random Schrödinger Equation; Nonlinear Stochastic Beam Equations; Stochastic Stability of Cahn-Hilliard Equation; Invariant Measures for Stochastic Navier-Stokes Equations; ; DIFFUSION EQUATIONS IN INFINITE DIMENSIONS; Introduction; Diffusion Processes and Kolmogorov Equations; Gauss-Sobolev Spaces; Ornstein-Uhlenbeck Semigroup; Parabolic Equations and Related Elliptic Problems; Characteristic Functionals and Hopf Equations; ; REFERENCES; ; INDEX
• Publisher Details: Boca Raton, FL : Chapman & Hall/CRC
• Publication Date: 2007
• Copyright Date: 2007
• Extent: 1 online resource (ix, 281 pages)
• Subjects: 519.2; Stochastic partial differential equations; Stochastic partial differential equations; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Electronic books
• Languages: English
• ISBNs: 9781420010305; 1420010301; 1322622841; 9781322622842
• Related ISBNs: 9781584884439; 1584884436
• Notes: Note: Includes bibliographical references (pages 273-278) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.