Work2007

Stochastic Partial Differential Equations

461 citations0/0 files storedChapman & Hall/CRC eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Differential Equations and Boundary Problems

Abstract

As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theor

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 461 citations exist upstream.

Cited by

2009Recent Developments in Spectral Stochastic Methods for the Numerical Solution of Stochastic Partial Differential Equations 2009Stochastic Finite Elements 2010Feynman–Kac formula for heat equation driven by fractional white noise 2008The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion 2018Statistical inference for SPDEs: an overview 2007QUANTIFYING UNCERTAINTY: MODERN COMPUTATIONAL REPRESENTATION OF PROBABILITY AND APPLICATIONS 2007Stationary solutions of SPDEs and infinite horizon BDSDEs 2018A mild Itô formula for SPDEs

Imported from OpenAlex (CC0) — nothing here is generated.