In this second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time L�vy process noise. Applications of the theory are emphasized throughout and useful exercises are at the end of each chapter.

L'autore:

Helge Holden is a professor of mathematics at the Norwegian University of Science and Technology and an adjunt professor at the Center of Mathematics for Applications, part of the University of Oslo. He has done extensive research in stochastic analysis, in particular in its application to flow in porous media.

Bernt �ksendal is a professor at the Center of Mathematics for Applications at the University of Oslo. He is a winner of the Nansen Prize for research in stochastic analysis and its applications.

Jan Ub�e is a professor in the Department of Finance and Management Sciences at the Norwegian School of Economics and Business Administration. He has written many papers about this subject.

Tusheng Zhang is a professor of probability at the University of Manchester. His current area of research is stochastic differential and partial differential equations, and he recently published a monograph on fractional Brownian fields with Bernt �ksendal and others.

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