Taylor approximations for stochastic partial differential equations /
General Material Designation
[Book]
First Statement of Responsibility
Arnulf Jentzen, Peter E. Kloeden
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Philadelphia :
Name of Publisher, Distributor, etc.
Society for Industrial and Applied Mathematics,
Date of Publication, Distribution, etc.
c2011
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 220 p. :
Other Physical Details
ill. ;
Dimensions
25 cm
SERIES
Series Title
CBMS-NSF regional conference series in applied mathematics ;
Volume Designation
83
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 209-218) and index
CONTENTS NOTE
Text of Note
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