Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach

by J. Zabczyk and S. Peszat

Recent years have seen an explosion of interest in stochastic partial differential equations where the driving noise is discontinuous. In this comprehensive monograph, two leading experts detail the evolution equation approach to their solution. Most of the results appeared here for the first time in book form. The authors start with a detailed analysis of L vy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical...

• Format: Hardcover
• Language: English
• ISBN: 0521879892
• ISBN13: 9780521879897
• Release Date: November 2007
• Publisher: Cambridge University Press
• Length: 432 Pages
• Weight: 1.72 lbs.
• Dimensions: 1.1" x 6.5" x 9.3"