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Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations: 23 (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)

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Book Details
Author: McKibben, Mark
Brand: CRC Press
Edition: 1
Binding: hardcover
Number Of Pages: 463
Release Date: 03-06-2011
ISBN-13: 9781420092110
Package Dimensions: 9.3 x 6.1 x 1.2 inches
Languages: English
Details:
Most existing books on evolution equations tend to focus too deeply on specific classes or research areas, which can overwhelm beginners. This book takes an applications-oriented, conversational approach to provide an introductory understanding of stochastic evolution equations. It covers essentials of real and stochastic analysis, homogenous one-dimensional and systems of stochastic ODEs, abstract linear and semi-linear stochastic evolution equations, Sobolev-type equations, and recent research topics. Each chapter presents models, theory, and exercises with hints, making it accessible even to those unfamiliar with undergraduate-level analysis.