Taylor approximations for stochastic partial differential equations /
[Book]
Arnulf Jentzen, Peter E. Kloeden
Philadelphia :
Society for Industrial and Applied Mathematics,
c2011
xii, 220 p. :
ill. ;
25 cm
CBMS-NSF regional conference series in applied mathematics ;
83
Includes bibliographical references (p. 209-218) and index
Preface -- List of figures -- 1. Introduction -- Part I. Random and Stochastic Ordinary Partial Differential Equations: 2. RODEs -- 3. SODEs -- 4. SODEs with nonstandard assumptions -- Part II. Stochastic Partial Differential Equations: 5. SPDEs -- 6. Numerical methods for SPDEs -- 7. Taylor approximations for SPDEs with additive noise -- 8. Taylor approximations for SPDEs with multiplicative noise -- Appendix: regularity estimates for SPDEs -- Bibliography -- Index