Abstract
The modeling of systems by differential equations usually requires that the parameters involved be completely known. Such models often originate from problems in physics or economics where we have insufficient information on parameter values. For example, the values can vary in time or space due to unknown conditions of the surroundings or of the medium. In some cases the parameter values may depend in a complicated way on the microscopic properties of the medium. In addition, the parameter values may fluctuate due to some external or internal “noise”, which is random – or at least appears so to us.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2010 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Holden, H., Øksendal, B., Ubøe, J., Zhang, T. (2010). Introduction. In: Stochastic Partial Differential Equations. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-0-387-89488-1_1
Download citation
DOI: https://doi.org/10.1007/978-0-387-89488-1_1
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-89487-4
Online ISBN: 978-0-387-89488-1
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)