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Stochastic Partial Differential Equation
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Details
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Stochastic partial differential equations (SPDEs) are similar to ordinary stochastic differential equations. They are essentially partial differential equations that have additional random terms. They can be exceedingly difficult to solve. However, they have strong connections with quantum field theory and statistical mechanics. A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process. SDE are used to model diverse phenomena such as fluctuating stock prices or physical system subject to thermal fluctuations. Typically, SDEs incorporate white noise which can be thought of as the derivative of Brownian motion (or the Wiener process); however, it should be mentioned that other types of random fluctuations are possible, such as jump processes.
Weitere Informationen
- Allgemeine Informationen
- GTIN 09786131346583
- Editor Lambert M. Surhone, Mariam T. Tennoe, Susan F. Henssonow
- Größe H220mm x B220mm
- EAN 9786131346583
- Format Fachbuch
- Titel Stochastic Partial Differential Equation
- Herausgeber Betascript Publishing
- Anzahl Seiten 104
- Genre Mathematik
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