Probability and Its Applications

Stochastic Partial Differential Equations

A Modeling, White Noise Functional Approach

Authors: Holden, H., Oksendal, B., Uboe, J., Zhang, T.

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About this book

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera­ tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre­ sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.

Reviews

"The authors have made significant contributions to each of the areas. As a whole, the book is well organized and very carefully written and the details of the proofs are basically spelled out... This is a rich and demanding book… It will be of great value for students of probability theory or SPDEs with an interest in the subject, and also for professional probabilists."   —Mathematical Reviews

"...a comprehensive introduction to stochastic partial differential equations."   —Zentralblatt MATH

"This book will be invaluable to anyone interested in doing research in white noise theory or in applying this theory to solving real-world problems."   Computing Reviews


Table of contents (4 chapters)

  • Introduction

    Holden, Helge (et al.)

    Pages 1-10

  • Framework

    Holden, Helge (et al.)

    Pages 11-103

  • Applications to stochastic ordinary differential equations

    Holden, Helge (et al.)

    Pages 105-140

  • Stochastic partial differential equations

    Holden, Helge (et al.)

    Pages 141-191

Buy this book

eBook $89.00
price for USA (gross)
  • ISBN 978-1-4684-9215-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $169.00
price for USA
  • ISBN 978-0-8176-3928-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $114.00
price for USA
  • ISBN 978-1-4684-9217-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Partial Differential Equations
Book Subtitle
A Modeling, White Noise Functional Approach
Authors
Series Title
Probability and Its Applications
Copyright
1996
Publisher
Birkhäuser Basel
Copyright Holder
Birkhäuser Boston
eBook ISBN
978-1-4684-9215-6
DOI
10.1007/978-1-4684-9215-6
Hardcover ISBN
978-0-8176-3928-0
Softcover ISBN
978-1-4684-9217-0
Series ISSN
2297-0371
Edition Number
1
Number of Pages
XII, 231
Topics