• Helge Holden
  • Bernt Øksendal
  • Jan Ubøe
  • Tusheng Zhang
Part of the Universitext book series (UTX)


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.


White Noise Burger Equation Porous Rock Canonical Extension Poisson Noise 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Helge Holden
    • 1
    • 2
  • Bernt Øksendal
    • 3
  • Jan Ubøe
    • 4
  • Tusheng Zhang
    • 5
  1. 1.Department of Mathematical SciencesNorwegian University of Science and TechnologyTrondheimNorway
  2. 2.Center of Mathematics and Applications University of OsloOsloNorway
  3. 3.Department of MathematicsUniversity of OsloOsloNorway
  4. 4.Department of EconomicsNorwegian School of Economics and Business AdministrationBergenNorway
  5. 5.University of Manchester School of MathematicsManchesterUK

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