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1.

電子ブック

EB
David Nualart, Eulalia Nualart
出版情報:   1 online resource (xii, 236 p.)
シリーズ名: Institute of Mathematical Statistics textbooks ; 9
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2.

電子ブック

EB
Robert Dalang, Robert C. Dalang, Davar Khoshnevisan, Carl Mueller, David Nualart, Firas Rassoul-Agha, F. Takens, Yimin Xiao, F. Takens, B. Teissier, Davar Khoshnevisan, Firas Rassoul-Agha. edited by J. -M. Morel
出版情報: SpringerLink Books - AutoHoldings , Springer Berlin Heidelberg, 2009
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目次情報: 続きを見る
A Primer on Stochastic Partial Differential Equations / Davar Khoshnevisan
What is an SPDE? / 1:
Gaussian Random Vectors / 2:
Gaussian Processes / 3:
Regularity of Random Processes / 4:
Martingale Measures / 5:
A Nonlinear Heat Equation / 6:
From Chaos to Order / 7:
References
The Stochastic Wave Equation / Robert C. Dalang
Introduction
Spatially Homogeneous Gaussian Noise
The Wave Equation in Spatial Dimension 2
A Function-Valued Stochastic Integral
The Wave Equation in Spatial Dimension d >= 1
Spatial Regularity of the Stochastic Integral (d = 3)
Holder-Continuity in the 3-d Wave Equation / 8:
Application of Malliavin Calculus to Stochastic Partial Differential Equations / David Nualart
Malliavin Calculus
Application of Malliavin Calculus to Regularity of Probability Laws
Stochastic Heat Equation
Spatially Homogeneous SPDEs
Some Tools and Results for Parabolic Stochastic Partial Differential Equations / Carl Mueller
Basic Framework
Duality
Large Deviations for SPDEs
A Comparison Theorem
Applications
Sample Path Properties of Anisotropic Gaussian Random Fields / Yimin Xiao
Examples and General Assumptions
Properties of Strong Local Nondeterminism
Modulus of Continuity
Small Ball Probabilities
Hausdorff and Packing Dimensions of the Range and Graph
Hausdorff Dimension of the Level Sets and Hitting Probabilities
Local Times and Their Joint Continuity
List of Participants
Index
A Primer on Stochastic Partial Differential Equations / Davar Khoshnevisan
What is an SPDE? / 1:
Gaussian Random Vectors / 2:
3.

電子ブック

EB
Martin T. Barlow, Martin T. Barlow, Pierre Bernard, A. Dold, David Nualart, F. Takens
出版情報: SpringerLink Books - AutoHoldings , Springer Berlin Heidelberg, 1998
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