The first edition of Stochastic Partial Differential Equations: A
Modeling, White Noise Functional Approach, gave a comprehensive
introduction to SPDEs. In this, the second edition, the authors build on
the theory of SPDEs driven by space-time Brownian motion, or more
generally, space-time Lévy process noise. Applications of the theory are
emphasized throughout. The stochastic pressure equation for fluid flow
in porous media is treated, as are applications to finance.
Graduate students in pure and applied mathematics as well as researchers
in SPDEs, physics, and engineering will find this introduction
indispensible. Useful exercises are collected at the end of each
chapter.