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"Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach" offers a comprehensive introduction to SPDEs driven by space-time Brownian motion and Lévy process noise. This second edition emphasizes applications across various fields, including fluid flow in porous media and financial mathematics. Each chapter concludes with exercises, making it a valuable resource for graduate students and researchers in mathematics, physics, and engineering.

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245: $a: Stochastic Partial Differential Equations
245: $b:
082: $a:
100: $a: Helge Holden& Bernt Øksendal & Jan Ubøe & Tusheng Zhang
650: $a: Mathematics
250: $a: 2nd
440: $v:
250: $b: Springer New York
250: $c: 2009
020: $a: 978-0387894874
300: $a: 311