Arnulf Jentzen, Peter Kloeden

Broschiertes Buch

Taylor Approximations for Stochastic Partial Differential Equations

Beschreibung

A comprehensive exposition of a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations.

Autor

Arnulf Jentzen is appointed as a Visiting Fellow in the Department of Applied and Computational Mathematics at Princeton University. His research focuses on analytical and numerical aspects of stochastic differential equations with non-globally Lipschitz continuous nonlinearities.

Produktdetails

• Verlag: Society for Industrial and Applied Mathematics (SIAM)
• Seitenzahl: 235
• Erscheinungstermin: 8. Dezember 2011
• Englisch
• Abmessung: 258mm x 177mm x 18mm
• Gewicht: 388g
• ISBN-13: 9781611972009
• ISBN-10: 1611972000
• Artikelnr.: 34887063