Random Fields and Stochastic Partical Differential Equations
Iu. A. Rozanov(Author)
Wiley (Publisher)
Book
Hardback
290 pages
978-0-471-93821-7 (ISBN)
Description
This monograph takes a functional approach to stochastic partial differential equations, and provides a parallel theory for ordinary partial differential equations. Topics covered include Markov random fields, generalized random functions and boundary value problems.
More details
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 230 mm
ISBN-13
978-0-471-93821-7 (9780471938217)
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Schweitzer Classification
Content
Generalized Random Functions and Their Realizations; Differential Equations for Generalized Random Functions; Random Fields Associated with Partial Differential Equations; Gaussian Random Fields.