Stochastic Partial Differential Equations

"This is the second edition of the very well-written and introductory, application-oriented book on stochastic partial differential equations (SPDEs) by P.L. Chow. Compared to the first edition, the main change is adding new materials about SPDEs driven by Lévy-type noise."—Zentralblatt MATH 1321Praise for the First Edition:"The book provides an excellent introduction to the theory of stochastic partial differential equations … a well-written and timely contribution to the literature." —Evelyn Buckwar, Zentralblatt Math, 2009"… an excellent guide to current research topics that opens possibilities for further developments in the field."—EMS Newsletter, 2008"This introductory book fills a gap in the field."—Nikita Y. Ratanov, Mathematical Reviews, 2008d"… very well-written introductory book … I thoroughly recommend this book and believe that it will be a useful textbook with which to introduce students and young scientists to computational and analytical techniques for stochastic differential equations. This book is of great interest to applied mathematicians, theoretical physicists, naturalists, and all interested in the statistical formulation of scientific problems." —Andrzej Icha, Pure and Applied Geophysics, June 2005

• Preliminaries. Scalar Equations of First Order. Stochastic Parabolic Equations. Stochastic Parabolic Equations in the Whole Space. Stochastic Hyperbolic Equations. Stochastic Evolution Equations in Hilbert Spaces. Asymptotic Behavior of Solutions. Further Applications. Diffusion Equations in Infinite Dimensions. Bibliography. Index.