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Stochastic Partial Differential Equations With Lévy Noise

Publisher: 
Cambridge University Press
Number of Pages: 
419
Price: 
125.00
ISBN: 
9780521879897
Date Received: 
Saturday, March 22, 2008
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
S. Peszat and J. Zabczyk
Series: 
Encyclopedia of Mathematics and Its Applications 113
Publication Date: 
2007
Format: 
Hardcover
Category: 
Monograph

Introduction; Part I. Foundations: 1. Why equations with Lévy noise?; 2. Analytic preliminaries; 3. Probabilistic preliminaries; 4. Lévy processes; 5. Lévy semigroups; 6. Poisson random measures; 7. Cylindrical processes and reproducing kernels; 8. Stochastic integration; Part II. Existence and Regularity: 9. General existence and uniqueness results; 10. Equations with non-Lipschitz coefficients; 11. Factorization and regularity; 12. Stochastic parabolic problems; 13. Wave and delay equations; 14. Equations driven by a spatially homogeneous noise; 15. Equations with noise on the boundary; Part III. Applications: 16. Invariant measures; 17. Lattice systems; 18. Stochastic Burgers equation; 19. Environmental pollution model; 20. Bond market models; Appendix 1. Operators on Hilbert spaces; Appendix 2. C0-semigroups; Appendix 3. Regularization of Markov processes; Appendix 4. Itô formulae; Appendix 5. Lévy-Khinchin on [0,+ ); Appendix 6. Proof of Lemma; List of symbols; Bibliography; Index.

Publish Book: 
Modify Date: 
Saturday, March 22, 2008

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