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Stochastic Partial Differential Equations and Applications to Hydrodynamics

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Stochastic Analysis and Applications in Physics

Part of the book series: NATO ASI Series ((ASIC,volume 449))

Abstract

The purpose of these notes is to explain how white noise and related methods can be used to model and describe important random dynamical phenomena. Because of personal interest and activity so far emphasis will be put on stochastic partial differential equations arizing in hydrodynamics, but the methods we give are general and not at all restricted to such equations. In this survey we will concentrate on multidimensional white noise; its construction, methods and applications.

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Author information

Authors and Affiliations

  1. Dept. of Mathematics, University of Oslo, Box 1053, Blindern, Oslo, N-0916, Norway

    Bernt Øksendal

Authors
  1. Bernt Øksendal
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Editor information

Editors and Affiliations

  1. TELECOM Portugal, Funchal(Madeira), Portugal

    Ana Isabel Cardoso

  2. CCM, Universidade da Madeira, Funchal(Madeira), Portugal

    Margarida de Faria

  3. Fakultät für Mathematik und Informatik, Universität Mannheim, Mannheim, Germany

    Jürgen Potthoff

  4. Centre de Physique Théorique, Ecole Polytechnique, Palaiseau, France

    Roland Sénéor

  5. CCM, Universidade da Madeira, Funchal(Madeira), Portugal

    Ludwig Streit

  6. BiBoS, Universität Bielefeld, Bielefeld, Germany

    Ludwig Streit

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© 1994 Springer Science+Business Media Dordrecht

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Øksendal, B. (1994). Stochastic Partial Differential Equations and Applications to Hydrodynamics. In: Cardoso, A.I., de Faria, M., Potthoff, J., Sénéor, R., Streit, L. (eds) Stochastic Analysis and Applications in Physics. NATO ASI Series, vol 449. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-0219-3_11

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  • DOI: https://doi.org/10.1007/978-94-011-0219-3_11

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-4098-3

  • Online ISBN: 978-94-011-0219-3

  • eBook Packages: Springer Book Archive

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