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The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.
The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.
The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.
The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.
| Erscheinungsjahr: | 2022 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9789811264450 |
| ISBN-10: | 9811264457 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Ciprian A Tudor |
| Hersteller: | World Scientific |
| Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 235 x 157 x 16 mm |
| Von/Mit: | Ciprian A Tudor |
| Erscheinungsdatum: | 11.10.2022 |
| Gewicht: | 0,457 kg |
| Erscheinungsjahr: | 2022 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Importe, Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Inhalt: | Gebunden |
| ISBN-13: | 9789811264450 |
| ISBN-10: | 9811264457 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Ciprian A Tudor |
| Hersteller: | World Scientific |
| Verantwortliche Person für die EU: | Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de |
| Maße: | 235 x 157 x 16 mm |
| Von/Mit: | Ciprian A Tudor |
| Erscheinungsdatum: | 11.10.2022 |
| Gewicht: | 0,457 kg |
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