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" Taylor approximations for stochastic partial differential equations / "
Arnulf Jentzen, Peter E. Kloeden
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BL
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| Record Number
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687364
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| Doc. No
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b509553
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| Main Entry
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Jentzen, Arnulf
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| Title & Author
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Taylor approximations for stochastic partial differential equations /\ Arnulf Jentzen, Peter E. Kloeden
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| Publication Statement
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Philadelphia :: Society for Industrial and Applied Mathematics,, c2011
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| Series Statement
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CBMS-NSF regional conference series in applied mathematics ;; 83
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| Page. NO
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xii, 220 p. :: ill. ;; 25 cm
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| ISBN
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1611972000
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: 9781611972009
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| Bibliographies/Indexes
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Includes bibliographical references (p. 209-218) and index
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| Contents
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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
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| Subject
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Approximation theory
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| Subject
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Stochastic partial differential equations
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| LC Classification
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QA274.25.J46 2011
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| Added Entry
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Kloeden, Peter E
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