Skip to main content

Boundary problems for stochastic partial differential equations

Part of the Lecture Notes in Mathematics book series (LNM,volume 1250)

Keywords

  • Random Field
  • Boundary Problem
  • Markov Property
  • Good Forecast
  • Stochastic Partial Differential Equation

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.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   46.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Yu. A. Rozanov, The Generalized Dirichlet Problem, Dokl. Acad. Sci. USSR, 266, N5, 1982 (English trans. in Soviet Math. Dokl. 26, N2, 1982).

    Google Scholar 

  2. Yu.A. Rozanov, General Boundary Problems for Linear Differential Operators and the Conjugate Equations Method, Proceedings of the Steklov Math. Institute 166, 1984.

    Google Scholar 

  3. M. Röckner, Generalized Markov fields and Dirichlet forms, Acta Applic. Mathematicae 3, 285–311 (1985).

    CrossRef  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and Permissions

Copyright information

© 1987 Springer-Verlag

About this paper

Cite this paper

Rozanov, Y.A. (1987). Boundary problems for stochastic partial differential equations. In: Albeverio, S., Blanchard, P., Streit, L. (eds) Stochastic Processes — Mathematics and Physics II. Lecture Notes in Mathematics, vol 1250. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077360

Download citation

  • DOI: https://doi.org/10.1007/BFb0077360

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-17797-5

  • Online ISBN: 978-3-540-47835-5

  • eBook Packages: Springer Book Archive