000			01778 a2200253 4500
008			200320b ||||| |||| 00| 0 eng d
020			_a9780521879897
082			_a515.353 PES
100			_aPeszat, S.
245			_aStochastic partial differential equations with levy noise: an evolution equation approach, Vol. 113
260			_bCambridge University Press, _c2007. _aCambridge:
300			_axii; 419 p. _bhb; _c245 cm.
365			_aGBP _b113.00
440			_aEncyclopedia of mathematics and its applications
520			_aRecent 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 Lévy processes in infinite dimensions and their reproducing kernel Hilbert spaces; cylindrical Lévy processes are constructed in terms of Poisson random measures; stochastic integrals are introduced. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and to finance are also investigated. Ideal for researchers and graduate students in stochastic processes and partial differential equations, this self-contained text will also interest those working on stochastic modeling in finance, statistical physics and environmental science.
650			_aLevy Processes
650			_aRandom Fields
650			_aStochastic Partial Differential Equations
650			_aWave Equation
650			_aCalculus
650			_aMathematical Analysis
700			_aZabczyk, J.
942			_2ddc _cTD
999			_c52759 _d52759