This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and

This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.

As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in

Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering th

This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and st