000			03287nam a22003738i 4500
001			CR9780511721373
003			UkCbUP
005			20200124160237.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			100303s2007||||enk o ||1 0|eng|d
020			_a9780511721373 (ebook)
020			_z9780521879897 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aQA274.25 _b.P47 2007
082	0	4	_a515.353 _222
100	1		_aPeszat, S., _eauthor.
245	1	0	_aStochastic partial differential equations with Lévy noise : _ban evolution equation approach / _cS. Peszat and J. Zabczyk.
264		1	_aCambridge : _bCambridge University Press, _c2007.
300			_a1 online resource (xii, 419 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aEncyclopedia of mathematics and its applications ; _vvolume 113
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505	0		_a1. 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			_aRecent 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	_aStochastic partial differential equations.
650		0	_aLévy processes.
700	1		_aZabczyk, Jerzy, _eauthor.
776	0	8	_iPrint version: _z9780521879897
830		0	_aEncyclopedia of mathematics and its applications ; _vv. 113.
856	4	0	_uhttps://doi.org/10.1017/CBO9780511721373
999			_c518189 _d518187