MARC details
| 000 -LEADER |
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| fixed length control field |
02679nmm a2200265Ma 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230705152854.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
220709s2022 si o 000 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9789811264467 |
| Qualifying information |
(ebook) |
|
|---|
| International Standard Book Number |
9811264465 |
| Qualifying information |
(ebook) |
|
|---|
| Canceled/invalid ISBN |
9811264457 |
| Qualifying information |
(hbk.) |
|
|---|
| Canceled/invalid ISBN |
9789811264450 |
| Qualifying information |
(hbk.) |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.23 |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tudor, Ciprian, |
| Dates associated with a name |
1973- |
| 9 (RLIN) |
22494 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Stochastic partial differential equations with additive gaussian noise |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
Ciprian A Tudor. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Singapore : |
| Name of publisher, distributor, etc. |
World Scientific, |
| Date of publication, distribution, etc. |
2022. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (204 p.). |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Gaussian processes and sheets. Gaussian processes -- Fractional and bifractional brownian motion -- Multiparameter gaussian processes -- Isonormal processes and wiener integral --Stochastic heat and wave equations with additive gaussian noise. The stochastic heat equation with space-time white noise -- The stochastic heat equation with correlated noise in space -- The stochastic wave equation with space-time white noise -- Power variation and statistical inference for solutions to SPDEs. Variations of the solution to the stochastic heat equation -- Parameter estimation for the stochastic heat equation via power variations -- Power variations and inference for stochastic the wave equation. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation. 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"-- |
| Assigning source |
Publisher's website. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Stochastic partial differential equations. |
| 9 (RLIN) |
22495 |
|
|---|
| Topical term or geographic name entry element |
Gaussian processes. |
| 9 (RLIN) |
22496 |
|
|---|
| Topical term or geographic name entry element |
White noise theory. |
| 9 (RLIN) |
22497 |
| 655 ## - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
22498 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://www.worldscientific.com/worldscibooks/10.1142/13089#t=toc">https://www.worldscientific.com/worldscibooks/10.1142/13089#t=toc</a> |
| Public note |
Access to full text is restricted to subscribers. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
e-Book |
