Stochastic partial differential equations with Lévy noise : (Record no. 518189)
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| 000 -LEADER | |
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| fixed length control field | 03287nam a22003738i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9780511721373 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200124160237.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m|||||o||d|||||||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100303s2007||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780511721373 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780521879897 (hardback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.25 |
| Item number | .P47 2007 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 515.353 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Peszat, S., |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic partial differential equations with Lévy noise : |
| Remainder of title | an evolution equation approach / |
| Statement of responsibility, etc | S. Peszat and J. Zabczyk. |
| 264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R) | |
| Place of production, publication, distribution, manufacture (R) | Cambridge : |
| Name of producer, publisher, distributor, manufacturer (R) | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xii, 419 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - Content Type (R) | |
| Content type term (R) | text |
| Content type code (R) | txt |
| Source (NR) | rdacontent |
| 337 ## - Media Type (R) | |
| Media type term (R) | computer |
| Media type code (R) | c |
| Source (NR) | rdamedia |
| 338 ## - Carrier Type (R) | |
| Carrier type term (R) | online resource |
| Carrier type code (R) | cr |
| Source (NR) | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| სერიის ცნობა | Encyclopedia of mathematics and its applications ; |
| Volume number/sequential designation | volume 113 |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 -- 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 -- 16. Invariant measures -- 17. Lattice systems -- 18. Stochastic Burgers equation -- 19. Environmental pollution model -- 20. Bond market models -- App. A. Operators on Hilbert spaces -- App. B. Co-semigroups -- App. C. Regularization of Markov processes -- App. D. Ito formulae -- App. E. Levy-Khinchin formula on [0, + [infinity]) -- App. F. Proof of Lemma 4.24. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appeared here for the first time in book form. The authors start with a detailed analysis of Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic partial differential equations. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Lévy processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zabczyk, Jerzy, |
| Relator term | author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| International Standard Book Number | 9780521879897 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Encyclopedia of mathematics and its applications ; |
| Volume number/sequential designation | v. 113. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1017/CBO9780511721373">https://doi.org/10.1017/CBO9780511721373</a> |
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